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Suppose the spot price of one Canadian dollar is US $0.75 and that the Canadian-us dollar...

Suppose the spot price of one Canadian dollar is US $0.75 and that the Canadian-us dollar exchange rate has volatility 4% per annum. The risk free rate of interest in Canada and the us are 9% and 7% per annum respectively. How much would cost a European call option to buy one Canadian dollarbfor us $0.75 in nine months?

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