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Title: Suppose the spot exchange rate is $1.43 per British pound and the strike on a dollar denominated ... Post by: elf_fu on Jul 6, 2017 Suppose the spot exchange rate is $1.43 per British pound and the strike on a dollar denominated pound call is $1.30. Assume r = 0.045, rf = 0.06, σ = 0.15 and the option expires in 180 days. What is the call option price?
A) $0.133 B) $0.143 C) $0.153 D) $0.163 Title: Re: Suppose the spot exchange rate is $1.43 per British pound and the strike on a dollar denominated ... Post by: phuongha2892 on Jul 6, 2017 Content hidden
Title: Re: Suppose the spot exchange rate is $1.43 per British pound and the strike on a dollar denominated ... Post by: naahemaa on Jun 9, 2021 i need explanation to the answer
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