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U . S . Dollar / Euro . The table, , indicates that a 1 - year call option on euros at a strike rate

U.S. Dollar/Euro. The table, , indicates that a 1-year call option on euros at a strike rate of $1.2503 will cost the buyer $0.0498, or 3.96%. But that assumed a volatility
of 10.500% when the spot rate was $1.2561. What would the same call option cost if the volatility was reduced to 10.500% when the spot rate fell $1.2479?
The same call option cost if the volatility was reduced to 10.500% when the spot rate fell to $1.2479 would be $ '.(Round to four decimal places.)
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