Suppose that the spot price of a Canadian dollar is U.S. $0.92 and that the exchange rate has a volatility of 4% per year. Risk-free interest rates are 5% in the U.S. and 3% in Canada. 1. Calculate the price of a 3-month European call option to buy one Canadian dollar for U.S. $0.92. Express your answer in terms of the cumulative normal distribution function. N(x), as in the answers to question 16 in part 1. 2. What is the price of a 3-month option to buy U.S. $0.92 for one Canadian dollar