Suppose KS=2% and K=1% , Consider a call option on pound sterling with X=1.2 dollars to...
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Suppose KS=2% and K£=1% , Consider a call option on pound sterling with X=1.2 dollars to a pound with S(0)=1.22, S“(T)=1.3, S(T)=1.15. Find the price of a call written on pound sterling with strike X=1.2 dollars to a pound. Suppose KS=2% and K£=1% , Consider a call option on pound sterling with X=1.2 dollars to a pound with S(0)=1.22, S“(T)=1.3, S(T)=1.15. Find the price of a call written on pound sterling with strike X=1.2 dollars to a pound.
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