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Assume the spot Swiss franc is $0.7095 and the six-month forward rate is $0.7140. What is the Value of a six-month call option with a

Assume the spot Swiss franc is $0.7095 and the six-month forward rate is $0.7140. What is the Value of a six-month call option with a strike price of $0.6895 should sell for in a rational market? Assu...

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