The current GBP vs. SEK spot rate is S(SEK/GBP) = 12.40. In six months, the spot rate can take one of two values: 12.00 or 12.80. Six month interest rates are 2% pa in the UK and 3.5%pa in Sweden. To the nearest thousand SEK what is the no-arbitrage SEK price of a six month put on GBP 10,000,000 vs. the SEK with strike price equal to 12.30, ignoring any possible transaction costs? None of the other answers. O 789,000 O 64,000 92,000 O 1,135,000 The current GBP vs. SEK spot rate is S(SEK/GBP) = 12.40. In six months, the spot rate can take one of two values: 12.00 or 12.80. Six month interest rates are 2% pa in the UK and 3.5%pa in Sweden. To the nearest thousand SEK what is the no-arbitrage SEK price of a six month put on GBP 10,000,000 vs. the SEK with strike price equal to 12.30, ignoring any possible transaction costs? None of the other answers. O 789,000 O 64,000 92,000 O 1,135,000