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Suppose the spot exchange rate is 0.6993 GBP/CAD. The exchange rate volatility is 20%. Assume that the interest rates in Canada and U.K. are 4.5%

Suppose the spot exchange rate is 0.6993 GBP/CAD. The exchange rate volatility is 20%. Assume that the interest rates in Canada and U.K. are 4.5% and 6%, respectively. What is the price of a dollar-denominated put on one British Pound if the strike price is $1.30 and the time to maturity is 6 months later?

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