This is a company in EURO zone dealing with imports/exports in USA. The euro rate = 1% yearly while the US rate is 2.5%. The exchange rate is 0.87 for 1 USD and = 0.15 yearly. At the derivatives market, the only options with underlying good 1 USD expire in 3 months and have exercise price 0.87 EURO. Please, calculate put and call option.(in EURO)