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You have a six-month call option on Japanese yen. The strike price is $1 = 100. The volatility is 25 percent per annum; r$ =

You have a six-month call option on Japanese yen. The strike price is $1 = 100. The volatility is 25 percent per annum; r$ = 5.5% and r = 6%. Use the European option pricing formula to find the value of the call option described above. Grupo de opciones de respuesta

$0.006137/

None of the above

. $0.005982/

$0.005395/

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