Determine the price of six-month european call option

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Suppose the current exchange rate is $ 1.83 divided by pound?, the interest rate in the United States is 5.45 %?, the interest rate in the United Kingdom is 3.77 %?, and the volatility of the? $/£ exchange rate is 10.6 %. Use the? Black-Scholes formula to determine the price of a? six-month European call option on the British pound with a strike price of $ 1.83 divided by pound.

Reference no: EM132000494

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