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Suppose the current exchange rate is $ 1.79/, the interest rate in the United States is 5.35% the interest rate in the United Kingdom is

Suppose the current exchange rate is $ 1.79/, the interest rate in the United States is 5.35%
the interest rate in the United Kingdom is 3.88%
and the volatility of the $/ exchange rate is 9.7%
Use the Black-Scholes formula to determine the price of a six-month European call option on the
British pound with a strike price of $1.79/.

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