U.S. Dollar-Euro. The table, a , indicates that a 1-year call option on euros at a strike rate of $1 .2497 = 1.00 will cost the buyer $0.0529 per 6, or 4.19%. But that assumed a volatility of 10.500% when the spot rate was $12616 = 1.00. What would that same call option cost if the volatility was reduced to 10.500% when the spot rate fell to $12482 = 1.00? The same call option cost if the volatility was reduced to 10.500% when the spot rate fell to $12482 = 1.00 would be $E/6. (Round to four decimal places.) Data table (Click on the following icon I: in order to copy its contents into a spreadsheet.) Pricing Currency Options on the Euro A U.S.-based firm wishing to buy A European firm wishing to buy or sell euros (the foreign currency) or sell dollars (the foreign currency} Variable Value Variable Value Spot rate (domesticlforeign) 30 55 1.2616 80 0.7926 Fomrard rate (domestic/foreign) F0 55 1.2524 F0 0.7984 Strike rate (domesticlforeign) X 55 1.2497 X 0.8002 Domestic interest rate (% p.a.) rd 1.452 % rd 2.187 % Foreign interest rate (% p.a.) rf 2.187 % rf 1.452 % Time (years, 365 days) T 1.000 T 1.000 Days equivalent 365.00 365.00 Volatility (\"/0 p.a.) s 10.500 % 5 10.500 % d1 0.0731 d1 0.0311 d2 -0.0319 d2 -0.0739 N(d1) 0.5291 N(d1) 0.5124 N(d2) 0.4873 N(d2) 0.4705 Call option premium (per unit fc) c 55 0.0529 c (E 0.0319 Put option premium (per unit fc) p 55 0.0504 p 0.0336 (European pricing) Call option premium (\"70) c 4.19 % c 4.02 % Put option premium (\"/a} p 3.99 % p 4.24 %