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Assume the USD is the domestic currency and the CAD is the foreign currency. The spot rate on March 6 is 0 . 7 8

Assume the USD is the domestic currency and the CAD is the foreign currency.
The spot rate on March 6 is 0.78 USD/CAD. US and Canadian interest rates are 5% and 4% respectively, implying a F(USD/CAD) for June of 0.7821. Volatility of the exchange rate (sigma) is estimated at 7%. T is 0.2712. N(d1)=0.5514 and N(d2)=.5369
Calculate the price of the premium for a Canadian dollar Call option with a strike price of 0.75 USD/CAD. The price of the call option is (use 4 decimals):

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