Question You are given: 1) The spot exchange rate is 0.75$/Euro ii) The volatility of the exchange rate is 0.12 iii) The dollar-denominated continuously compounded risk-free interest rate is 4.5% iv) The Euro-denominated continuously compounded risk-free interest rate is 4% Find the Black-Scholes price of a European call to purchase one Euro for $0.75 in three months. Possible Answers A 0.014 B 0.015 0.018 D 0.020 E 0.023