Find the value of an european foreign currency call is the


Find the value of an European foreign currency call Is the spot price is 5.25 the exercise price is 5.40 the domestic rate is 6.1% and the foreign rate is 5.5 the call expires in one month and the volatility is 0.32

A. 5.00

B. 7.65

C. 9.0

D. 0.131

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