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The premium expense, in home currency, is ( Round to two decimal places. ) Data table U.S. Dollar-Japanese Yen. What would be the premium expense,

The premium expense, in home currency, is
(Round to two decimal places.)
Data table
image text in transcribed

U.S. Dollar-Japanese Yen. What would be the premium expense, in home currency, for a Japanese firm to purchase an option to sell 700,000 US. dollars, assuming the initial values listed in this table: The premium expense, in home currency, is (Round to two decimal places.) Data table (Click on the following icon in order to copy its contents into a spreadsheet) Pricing Currency Options on the Japanese Yen A Japanese firm wishing to buy or sell dollars (the foreign currency) A U.S.-based firm wishing to buy or sell yen (the foreign currency) Spot rate (domestic/foreign) Strike rate (domestic/foreign) Domestic interest rate (% pa.) Foreign interest rate (% pa.) Time (years, 365 days) Days equivalent Volatility (% p.a) Call option premium (per unit fc) Put option premium (per unit fc) (European pricing) Call option premium (%) Put option premium (%) Variable so x rd rf p p JPY JPY JPY JPY Value 105.77 100.17 0.095 1.453 tooo 365.00 12.000 72538 3 0840 6 8582 29160 Variable so x rd rf p p Value 0 0095 0 0100 1453 0195 tooo 365.00 12.000 0 0003 0 0007 3 1530 7 0900

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