Question 21 1 pts Use for the next 2 questions Suppose that the spot US dollar/Australian dollar exchange rate is $0.9300/AS and that changes in the dollar/Australian dollar exchange rate have a standard deviation of 23% per annum. The risk-free rates of interest in Australia and the United States are 8.5% and 10% per annum, respectively. What is the value of a European call option for the Australian dollar with a strike price of $0.9100/A$ and expiration of three months? $0.0643 O $0.0601 $0.0554 O $0.0297 D Question 22 1 pts Use for the next 1 question Suppose that the spot US dollar/Australian dollar exchange rate is $0.9300/AS and that changes in the dollar/Australian dollar exchange rate have a standard deviation of 23% per annum. The risk-free rates of interest in Australia and the United States are 8.5 and 10% per annum, respectively. What is the value of a European put option for the Australian dollar with a strike price of $0.9100/A$ and expiration of three months? $0.0413 $0.0325 $0.0284 $0.0193 Question 23 1 pts Question 21 1 pts Use for the next 2 questions Suppose that the spot US dollar/Australian dollar exchange rate is $0.9300/AS and that changes in the dollar/Australian dollar exchange rate have a standard deviation of 23% per annum. The risk-free rates of interest in Australia and the United States are 8.5% and 10% per annum, respectively. What is the value of a European call option for the Australian dollar with a strike price of $0.9100/A$ and expiration of three months? $0.0643 O $0.0601 $0.0554 O $0.0297 D Question 22 1 pts Use for the next 1 question Suppose that the spot US dollar/Australian dollar exchange rate is $0.9300/AS and that changes in the dollar/Australian dollar exchange rate have a standard deviation of 23% per annum. The risk-free rates of interest in Australia and the United States are 8.5 and 10% per annum, respectively. What is the value of a European put option for the Australian dollar with a strike price of $0.9100/A$ and expiration of three months? $0.0413 $0.0325 $0.0284 $0.0193 Question 23 1 pts