What is the option premium in USD with the following characteristics? S K T id =...
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What is the option premium in USD with the following characteristics? S K T id = current spot price in USD/YEN = forward contract price in USD / YEN = six months = six-month interest rate in USD if = six-month interest rate in YEN sigma historical standard deviation of the YEN = Round the premium to four decimal places and multiply by YEN 1,803,519,043 to get the option premium. What is the option premium in USD with the following characteristics? S K T id = current spot price in USD/YEN = forward contract price in USD / YEN = six months = six-month interest rate in USD if = six-month interest rate in YEN sigma historical standard deviation of the YEN = Round the premium to four decimal places and multiply by YEN 1,803,519,043 to get the option premium.
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