Consider the following Spot Exchange Rate 1 Euro= 1.19 U.S. dollar. The Home country is U.S.A and the Host Country is Greece. 1. What are the Direct and Indirect Exchange Rates respectively? 2. Given the Table below calculate the values of the European Call and Put Currency Options, respectively. 3. Calculate and explain the Greeks of the Currency Options given the following parameter values. Carefully explain your answers. A K A 1.22 S 1.19 rf 02 T- 1.19 1.17 5% 6% 0.49 4/12 ? 0.64 CE ? ? 6/12 ? ? ? PE ? 2 ? ? Consider the following Spot Exchange Rate 1 Euro= 1.19 U.S. dollar. The Home country is U.S.A and the Host Country is Greece. 1. What are the Direct and Indirect Exchange Rates respectively? 2. Given the Table below calculate the values of the European Call and Put Currency Options, respectively. 3. Calculate and explain the Greeks of the Currency Options given the following parameter values. Carefully explain your answers. A K A 1.22 S 1.19 rf 02 T- 1.19 1.17 5% 6% 0.49 4/12 ? 0.64 CE ? ? 6/12 ? ? ? PE ? 2