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elf_fu elf_fu
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6 years ago
The spot exchange rate in dollars per euro is $1.31. Dollar denominated interest rates are 4.0% and euro denominated interest rates are 3.0%. What is the difference in call and put option prices given a 2-year option and a $1.34 strike price?
A) -$0.1041
B) -$0.0652
C) $0.1233
D) $0.1546
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
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phuongha2892phuongha2892
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#1
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6 years ago
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elf_fu Author
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6 years ago
I appreciate what you did here, answered it right Smiling Face with Open Mouth
fgarza2146
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This site is awesome
wyq2651
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2 hours ago
Good timing, thanks!
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