Question: #11: Let the current exchange rate denominated as $/ be 0.91 and the Canadian interest rate be 8%. The price of a 0.72-strike 156-days call

#11: Let the current exchange rate denominated as $/ be 0.91

#11: Let the current exchange rate denominated as $/ be 0.91 and the Canadian interest rate be 8%. The price of a 0.72-strike 156-days call is $1.67. A similar put is worth $0.41. Find the euro-denominated interest rate. (A) -1.80 (B)-1.79 (C) -1.77 (D) -1.78 (E)-1.76 #11: Select

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