Question: The current USD vs. RUB spot rate is S(RUB/USD) = 110. In two months, the spot rate can take one of two values: 90 or

The current USD vs. RUB spot rate is S(RUB/USD) = 110. In two months, the spot rate can take one of two values: 90 or 130. Two month interest rates are 1.0%pa in the US and 9%pa in Russia. To the nearest thousand RUB, what is the no-arbitrage RUB price of a two month call on USD 10,000,000 vs. the RUB with strike price equal to 125, ignoring any possible transaction costs? Group of answer choicese ce 26,434,000+ None of the other answers. 240,000 299,000 32,928,000 The current USD vs. RUB spot rate is S(RUB/USD) = 110. In two months, the spot rate can take one of two values: 90 or 130. Two month interest rates are 1.0%pa in the US and 9%pa in Russia. To the nearest thousand RUB, what is the no-arbitrage RUB price of a two month call on USD 10,000,000 vs. the RUB with strike price equal to 125, ignoring any possible transaction costs? Group of answer choicese ce 26,434,000+ None of the other answers. 240,000 299,000 32,928,000

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