I need help ASAP Transcribed image text: (d) You are given the following. Then find the premium

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Transcribed image text: (d) You are given the following. Then find the premium of a 1-year dollar denominated European call option on yen with strike $0.01. 1. A 1-year dollar denominated European put option on yen with strike $0.01 costs $0.005. 2. The spot exchange rate is 105Y/$1. 3. The continuously compounded risk-free rate in yen is 0.2%. 4. The continuously compounded risk-free rate in dollar is 2.5%

Posted Date: Jul 02, 2024 05:04 AM

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I need help ASAP Transcribed image text: (d) You are given the following. Then find the premium

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