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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 is USDCAD US and Canadian interest rates are and respectively, implying a FUSDCAD for June of Volatility of the exchange rate sigma is estimated at T is Nd and Nd
Calculate the price of the premium for a Canadian dollar Call option with a strike price of USDCAD The price of the call option is use decimals:
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