Assume the spot Swiss franc is $0.7045 and the six-month forwar is $0.7040. What is the value of a six-month call and a put option with a strike price of $0.6845 should sell for in a rational ma L? Assume the annualized six-month Eurodollar rate is 3.50 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.) Answer is complete and correct. Option Value Call 3.80 cents 1.87 cents Put