The exchange rate is 95 C, the yen denominated interest rate is 1 5 , the euro denominated interest rate is 3 5 , and the exchange rate volatility is 10 a What is the price of a 90 strike yen denominated euro put with 6 months to expiration b What is the price of a 1 90 strike euro denominated yen ...

a P 95 90 01 0015 05 0035 10483 b C195 190 01 0035 05 0 ...

The exchange rate is 95/ = C, the yen-denominated interest rate is 1.5%, the euro denominated interest

Question:

The is ¥95/ = C, the yen-denominated interest rate is 1.5%, the euro denominated interest rate is 3.5%, and the volatility is 10%.
a. What is the price of a 90-strike yen-denominated euro put with 6 months to expiration?
b. What is the price of a 1/90-strike euro-denominated yen call with 6 months to expiration?
c. What is the link between your answer to (a) and your answer to (b), converted to yen? Exchange Rate
The value of one currency for the purpose of conversion to another. Exchange Rate means on any day, for purposes of determining the Dollar Equivalent of any currency other than Dollars, the rate at which such currency may be exchanged into Dollars...