Suppose the exchange rate is 0.95 the euro-denominated continuously compounded interest rate is 4%, the dollar-denominated continuously compounded interest rate is 6%, and the price of a 1-year...


Suppose the exchange rate is 0.95
the euro-denominated continuously compounded interest rate is 4%, the dollar-denominated continuously compounded interest rate is 6%, and the price of a 1-year 0.93-strike European call on the euro is $0.0571. What is the price of a 0.93-strike European put?



May 05, 2022
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