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Business, 22.01.2021 20:00 shealene7

An exchange rate is currently 0.8. It is expected to move up to 0.84 or down to 0.76 in the next three month. The risk-free interest rates in the domestic and foreign currency are 7% and 10%. What is the value of a three month call option with a strike price of 0.82?

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An exchange rate is currently 0.8. It is expected to move up to 0.84 or down to 0.76 in the next thr...

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