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Assume the spot Swiss franc is 86.4 cents and the six-month forward rate is 85.5 cents. Suppose there is a six-month European call option with
Assume the spot Swiss franc is 86.4 cents and the six-month forward rate is 85.5 cents. Suppose there is a six-month European call option with a striking price of 79.5 cents. Assume the annualized vol...
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