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points Save Ansv Suppose the exchange rate is S 1.48 AS Let rS-5%, rAS-6%, u-13, d-0.7 p.-048755 and T-1.5 Using the 2-step cu ency p

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points Save Ansv Suppose the exchange rate is S 1.48 AS Let rS-5%, rAS-6%, u-13, d-0.7 p.-048755 and T-1.5 Using the 2-step cu ency p e ree below ca of a $1.40-strike American call option on the Australian dollar. evalue $2.5012/AS $1.3468/AS $0.7252/AS $1.924/AS S1.48/AS S1.036/AS 0 a. S02521 b.$0.2125 c.$0.2618 d.$0.2461 e.S0.2428 estion 20 of 30

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