Suppose that the spot price of one New Zealand dollar (NZD) is currently U.S. \$0.58 and that the NZD to U.S. dollar (USD) exchange rate has a volatility of 25% per annum. The continuously compounded risk-free interest rate in New Zealand is 4% p.a. and that in the United States is 3% p.a. Calculate the value of a six-month European put option written on NZD with an exercise price of U.S. \$0.60 using the Garman-Kohlhagen model (GKM model). Note: Final answer should be expressed in USD rounded to the nearest ten thousandth (0.0001) - for example, enter U.S. \$1.234567 as U.S. \$1.2346 USD. Intermediate results should not be rounded to less than 8 decimal places. U.S.S