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Assume the spot Swiss franc is $0.7028 and the six-month forward rate is $0.6964. What is the minimum price that a six-month American call option

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Assume the spot Swiss franc is $0.7028 and the six-month forward rate is $0.6964. What is the minimum price that a six-month American call option with a striking price of $0.6814 should sell for in a rational market? Assume the annualized six-month Eurodollar rate is 3.5 percent (Do not round intermediate calculations. Round your answer to 2 decimal places.) Minimum price of call option cents

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