The exchange rate is ¥95/= yen-denominated interest rate is 1.5%, the eurodenominated interest rate is 3.5%, and the exchange rate volatility is 10%. a. What is the price of a 90-strike...

The exchange rate is ¥95/=

yen-denominated interest rate is 1.5%, the eurodenominated interest rate is 3.5%, and the exchange rate volatility is 10%.

a. What is the price of a 90-strike yen-denominated euro put with 6 months to expiration?

b. What is the price of a 1/90-strike euro-denominated yen call with 6 months to expiration?

c. What is the link between your answer to (a) and your answer to (b), converted to yen?