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Find the value of an European foreign currency call Is the spot price is 5.25 the exercise price is 5.40 the domestic rate is 6.1%
Find the value of an European foreign currency call Is the spot price is 5.25 the exercise price is 5.40 the domestic rate is 6.1% and the foreign rate is 5.5 the call expires in one month and the volatility is 0.32
A. 5.00
B. 7.65
C. 9.0
D. 0.131
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