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elf_fu elf_fu
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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
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Derivatives Markets

Derivatives Markets


Edition: 3rd
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phuongha2892phuongha2892
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2 years ago
i need explanation to the answer
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