Assume the spot Swiss franc is $0.7072 and the six-month forward rate is $0.6986. What is the minimum price that a six-month American call option with a striking price of $0.6836 should sell for in a rational market? Assume the annualized six-month Eurodollar rote is 3.5 percent. (Do not round intermediate calculations. Round your answer to 2 decimal places.) Assume the spot Swiss franc is $0,7050 and the six-month forward rate is $07050. What is the Value of a six-month call option with a strike price of $0.6850 should sell for in o rational market? 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 binomial option-pricing model to value the call option. (Do not round intermediate calculations. Round your answer to 2 decimal places. Enter your answer in cents per Swiss Franc.) Assume the spot Swiss frenc is $0.7032 and the six-month forward rate is $0.6966. Whot is the minimum price thet a six-month American put option with a striking price of $0.6816 should sell for in a retional market? Assume the annualized six-month Eurodollar rate is 3,5 percent. Assume today's settlement price on a CME EUR futures contract is \$1,3176/EUR. You hove a short position in one contract. Your performance bond account currently has a balance of $3,500. The next three days' settlement prices are $1,3162, $1,3169, and $1.3085. Calculate, the changes in the performance bond account from daily marking-to-market and the balance of the performance bond account after the third day. (Do not round intermediate calculations, Round your answer to 2 decimal places.) Assume today's settlement price on a CME EUR futures contract is \$13154/EUR. You have a long position in one contract. Your performance bond occount currently has a balance of $2,400. The next three day's settlement prices are $1.3140,$1,3147, and $1,3063 Calculate the changes in the performance bond account from daily marking-to-market and the balance of the performance bond account after the third doy. (Do not round intermediate calculations. Round your onswer to 2 decimal places.)