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The price of a 6-month U.S. dollar-denominated call option on the Swiss franc with a strike price of $1.15 is $0.28628. The price of an

The price of a 6-month U.S. dollar-denominated call option on the Swiss franc with a strike price of $1.15 is $0.28628. The price of an otherwise equivalent put option is $0.08752. The annual continuously compounded U.S. interest rate is 8%. What is the 6-month U.S. dollar-Swiss franc forward price?

Answer is $1.3569/FR

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