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Premium for a european call for gbp

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Reference no: EM132235127

On the market, the premium for a European call for GBP (British pounds) with expiration of 7 months and exercise price of $1.3 /GBP is $17. The underlying value of the currency is $ 1.33 /GBP.

How much is the value of a put, using put-call parity, if the U.S. risk free rate is 1.9% and the British is 2.7%?

Provide your answer rounded to two decimals.

Reference no: EM132235127

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