Given the followings: The spot exchange rate between Yen and Dollars is 0.009 Dollars/Yen. The annual risk-free interest rate for Yen is 2%. The annual risk-free interest rate for Dollars is 4%. It is known that the interest rate is continuously compounded. .0=0.05 Let X be the Black-Scholes price for a 1-year European Dollar-denominated call option on Yen with a strike price of 0.010 Dollars/Yen. Determine 1000000x. Choose one answer. A. 9.5 B. 8.2 C. 11.4 D. 7.3 E. 10.8 F. 6.1 G. 5.4 H. 12.0 Given the followings: The spot exchange rate between Yen and Dollars is 0.009 Dollars/Yen. The annual risk-free interest rate for Yen is 2%. The annual risk-free interest rate for Dollars is 4%. It is known that the interest rate is continuously compounded. .0=0.05 Let X be the Black-Scholes price for a 1-year European Dollar-denominated call option on Yen with a strike price of 0.010 Dollars/Yen. Determine 1000000x. Choose one answer. A. 9.5 B. 8.2 C. 11.4 D. 7.3 E. 10.8 F. 6.1 G. 5.4 H. 12.0