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Find the dollar value today of a 1-period at-the-money call option on 10,000. The spot exchange rate is 1.00 = $1.25. In the next period,

Find the dollar value today of a 1-period at-the-money call option on 10,000. The spot exchange rate is 1.00 = $1.25. In the next period, the euro can increase in dollar value to $2.00 or decrease to $0.80. The risk free rate in dollars is i$ = 17.60%; the risk free rate in euro is i = 5.00%

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