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Find the value of a call option on 10,000 with a strike price of 1.5000/$ which matures in one period. The current exchange rate is

Find the value of a call option on 10,000 with a strike price of 1.5000/$ which matures in one period.

The current exchange rate is 1.5000/ and in the next period the exchange rate can increase to 2.4000/ or decrease to 0.9375/.

The current one-period interest rates are i = 3% and are i = 4%.

5,463 3,275 5,410 3,243 None of the other answers

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