U.S. DollariEuro, The table. indicates that a 1-year call option on euros at a strike rate of $1.2496/ will cost the buyer $0.0502/t, or 4.00%. But that assumed a volatily of 10.500% when the spot race was $1.2562/e. What would the same call option cost if the volatily was reduced to 10.500% when the spot rate fel to $1.2476/ ? 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) Call option premium (per unit fc) Put option premium (per unit fc) (European pricing) Call option premium (\%) Put option premium (\%) c $0.0502 p $0.0529 c p E0.0337 0.0319