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kindly display the working Options on Foreign Cmreney: Ex 122 (pg 290) The Australian dollar is currently worth 0.6100 US dollars, and this exchange rate

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kindly display the working
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Options on Foreign Cmreney: Ex 122 (pg 290) The Australian dollar is currently worth 0.6100 US dollars, and this exchange rate has a volatility of 12%. The Australian riskfree rate is 7% and the US riskfree rate is 5%. Using DerivaGem, 1value a threemonth American call option with a strike price of 0.6000 using a threestep tree

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