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Suppose the current exchange rate is $1.84/. the interest rate in the United States is 5.14%, the interest rate in the United Kingdom is 4.12%,

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Suppose the current exchange rate is $1.84/. the interest rate in the United States is 5.14%, the interest rate in the United Kingdom is 4.12%, and the volatty of the S/E 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 $1.847 $ The corresponding forward exchange rate is 14. (Round to four decimal places.) Using the Black Scholes formula d, whilen, is (Round to four decimal places.) Using the Black-Scholes formula d, iswhle N, is (Round to four decimal places.) The price of the call is $ . (Round to four decimal places.)

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