U.S. Dollar/Euro.The table, **posted below** , indicates that a 1-year call option on euros at a strike rate of $1.2497/ will cost the buyer $0.0499/, or 3.97%. But that assumed a volatility of 10.500% when the spot rate was $1.2556/. What would the same call option cost if the volatility was reduced to 10.500% when the spot rate fell to $1.2482/?

The same call option cost if the volatility was reduced to 10.500% when the spot rate fell to $1.2482/ would be _______. (Round to four decimal places.)

Please be 100% correct and I will thumbs up:)

Data Table A U.S.-based firm wishing to buy or sell euros (the foreign currency) A European firm wishing to buy or sell dollars (the foreign currency) Variable Value Variable Value SO so 0.7964 $ 1.2556 $ 1.2464 FO FO 0.8023 $ 1.2497 0.8002 rd 1.451 % rd 2.188 % Spot rate (domestic/foreign) Forward rate (domestic/foreign) Strike rate (domestic/foreign) Domestic interest rate (% p.a.) Foreign interest rate (% p.a.) Time (years, 365 days) Days equivalent Volatility (% p.a.) 2.188 % rf 1.451 % T 1.000 T 365.00 1.000 365.00 10.500 S 10.500 % s % d1 0.0273 d1 0.0775 -0.0275 d2 -0.0777 d2 0.5109 0.5309 N(d1) Nd2) N(1) N(D2) 0.4690 0.4890 $ 0.0499 0.0339 Call option premium (per unit fc) Put option premium (per unit fc) (European pricing) $ 0.0532 p 0.0318 3.97 % 4.26 % Call option premium (%) Put option premium (%) 4.24 % 3.99 % Data Table A U.S.-based firm wishing to buy or sell euros (the foreign currency) A European firm wishing to buy or sell dollars (the foreign currency) Variable Value Variable Value SO so 0.7964 $ 1.2556 $ 1.2464 FO FO 0.8023 $ 1.2497 0.8002 rd 1.451 % rd 2.188 % Spot rate (domestic/foreign) Forward rate (domestic/foreign) Strike rate (domestic/foreign) Domestic interest rate (% p.a.) Foreign interest rate (% p.a.) Time (years, 365 days) Days equivalent Volatility (% p.a.) 2.188 % rf 1.451 % T 1.000 T 365.00 1.000 365.00 10.500 S 10.500 % s % d1 0.0273 d1 0.0775 -0.0275 d2 -0.0777 d2 0.5109 0.5309 N(d1) Nd2) N(1) N(D2) 0.4690 0.4890 $ 0.0499 0.0339 Call option premium (per unit fc) Put option premium (per unit fc) (European pricing) $ 0.0532 p 0.0318 3.97 % 4.26 % Call option premium (%) Put option premium (%) 4.24 % 3.99 %