Question You are given: i) The current exchange rate is 1.20 US dollars per Euro ii) The price of a one-year dollar denominated call option on the Euro with a strike price of 1.30 $/ is 0.0633 iii) The US dollar continuously compounded risk-free interest rate is 5% iv) The Euro continuously compounded risk-free interest rate is 6% Find the price of an otherwise identical (same strike, etc.) put option. Possible Answers A Less than 0.05 B At least 0.05 but less than 0.10 C At least 0.10 but less than 0.15 D At least 0.15 but less than 0.20 E At least 0.20