The price of a 1-year 093-strike european call on the euro

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

Reference no: EM13574192

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