=6: You are given (1) The spot exchange rate for dollars to pounds is 1.58 $. (11) The continuously compounded risk-free rate for dollars is 3%. (111) The continuously compounded risk-free rate for pounds is 6%. A 4- month European put option allows selling 1 at the rate of $1.14 I. A 4-month dollar denominated call option with the same strike costs $0.56. Determine the premium of the 4-month dollar denominated put option (A) 1.14 (B) -0.86 (C) 0.14 (D) 2.14 (E) 3.14 6: Select