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The exchange rate is 95/, the yen-denominated interest rate is 1.5%, the eurodenominated interest rate is 3.5%, and the exchange rate volatility is 10%. Based

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The exchange rate is 95/, the yen-denominated interest rate is 1.5%, the eurodenominated interest rate is 3.5%, and the exchange rate volatility is 10%. Based on the Black-Scholes option pricing model, what is d2 when computing the price of a 90-strike yen-denominated euro call with 6 months to expiration? 0.5878490.8824881.1711130.2869410.658560

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