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Suppose the spot exchange rate is $1.3 per Euro and the strike on a dollar denominated Euro put is $1.35. Assume dollar risk-free rate is

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Suppose the spot exchange rate is $1.3 per Euro and the strike on a dollar denominated Euro put is $1.35. Assume dollar risk-free rate is 0.03 and Euro risk-free rate is 0.01, exchange volatility is 0.20 and the option expires in one year. What is the put option price? $0.092 $0.115 $0.138 $0.157

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