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The closing exchange rate of Swiss Franc was $1.94. Puts on Swiss Frac with a strike price of $1.86 were traded at $0.06. What is

The closing exchange rate of Swiss Franc was $1.94. Puts on Swiss Frac with a strike price of $1.86 were traded at $0.06. What is the intrinsic value? A) $0.02 OB) $0.08 C) $0.14 D) $0.00 E) None of them

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