You are given:

(i) The current dollar-euro exchange rate is 1.50$/AC.

(ii) The volatility of the exchange rate is 20%.

(iii) The continuously compounded risk-free interest rate on dollars is 3%.

(iv) The continuously compounded risk-free interest rate on euros is 4%.

Consider a 6-month at-the-money dollar-denominated European put option on euros.

Actuary A values the put option using a binomial forward tree, where the length of each period is 3 months, to model the movements of the dollar-euro exchange rate. Actuary B values the same put option assuming the Black-Scholes framework.

Calculate the absolute value of the difference between the prices computed by Actuary A and Actuary B.