Suppose the exchange rate is 0 95 C the euro denominated continuously
Suppose the exchange rate is 0 95 C the euro denominated continuously
Suppose the exchange rate is 0.95 $/=C, the euro-denominated continuously compounded interest rate is 4%, the dollar-denominated continuously compounded interest rate is 6%, and the price of a 1-year 0.93-strike European call on the euro is $0.0571. What is the price of a 0.93-strike European put?