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need help with this question, thanks 3. [2 points] Suppose that the spot exchange rate is X0 = $1.1/euro. The exchange rate has a volatility

need help with this question, thanks
3. [2 points] Suppose that the spot exchange rate is X0 = $1.1/euro. The exchange rate has a volatility of 0.1. Assume that the US-dollardenominated interest rate is 0.05 and the Euro- denominated interest rate is 0.04. Calculate the price of a USdollar-denominated Euro put ma- turing in 6 months with a strike of $

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