Use the following information to answer the following. An American traveller need to purchase $10,000 in one period and wishes to use options to fully hedge their exposure. The current market information at t=0 is as follows: Spot rates: St=0 ($USD/E) = 1.5; Interest rates: isusd = 7.10%; ie = 5.00% per period Option (call or put): European; strike price = $1.50/E; contract size = 10,000; expiry at t=1. In one period (t=1), the two possibilities are: St=1($/E) = 2 or St=1($/E) = 1. Considering the use of a call option on $10,000 Calculate the risk neutral probability of an up move in the exchange rate. Give your answer as a decimal - do not use percentages or the % sign. (2 Marks) Calculate the value of the call option today in USD. Do not enter $ signs or commas. (3 Marks) $