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iv) The spot EURMAD is 11.09 (One Euro is for 11.09 MADS). The price of a put to sell on Euro at 9.64 MADS

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iv) The spot EURMAD is 11.09 (One Euro is for 11.09 MADS). The price of a put to sell on Euro at 9.64 MADS in 10 months is 1.17 MADS. The risk-free rate on the MAD is 5.79% and the risk-free rate on the Euro is 6.14%. What should the price of a call on the EURMAD that has the same strike price and expiration as the put be? (7.5 pts) (A) 0.39 MAD (B) 3.06 MAD (C) 3.92 MAD (D) 2.52 MAD

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