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Business, 05.11.2020 19:10 missalawode28

Use the European option pricing formula to find the value of a six-month call option on Japanese yen. The strike price is $1 = ¥100. The spot rate is $1 = ¥100. The volatility is 25 percent per annum; i$ = 5.5% and i¥ = 6%. A) $0.005395/¥100
B) $0.005982/¥
C) $0.0672/100
D) none of the options

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