Assume the spot Swiss franc is $07030 and the six-month forward rate is $07010. What is the value of a six-month call and a put option with a strike price of $06830 should sell for in a rational market? Assume the annualized six-month Eurodollar rate is 350 percent Assume the annualized volatility of the Swiss franc is 14 20 percent. Use the European option-pricing models to value the call and put option. This problem can be solved using the FXOPM.xls spreadsheet. (Do not round intermediate calculations. Round your answers to 2 decimal places.) Option Value Call cents Put cents