IV. (25 points) Find the Black-Scholes price of a six-month call option written on 10,000 with an exercise price of $0.89/C$1.00. The current spot exchange rate is $0.80/C$1.00; The U.S. risk free rate is 5% over the period and the Canadian risk-free rate is 3%. The volatility of the underlying asset is 12 percent. Compute the call option premium. Show all your work. Use the following formulae. Cp=[FTN(d1)XN(d2)]EXP(rusT)d1=Tln(FT/X)+(0.52T)d2=d1(T)FT=Sexp(rusrcad)T IV. (25 points) Find the Black-Scholes price of a six-month call option written on 10,000 with an exercise price of $0.89/C$1.00. The current spot exchange rate is $0.80/C$1.00; The U.S. risk free rate is 5% over the period and the Canadian risk-free rate is 3%. The volatility of the underlying asset is 12 percent. Compute the call option premium. Show all your work. Use the following formulae. Cp=[FTN(d1)XN(d2)]EXP(rusT)d1=Tln(FT/X)+(0.52T)d2=d1(T)FT=Sexp(rusrcad)T