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Suppose the current exchange rate is $1797, the interest rate in the United States is...

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Suppose the current exchange rate is $1797, the interest rate in the United States is 5,04%, the Interest rate in the United Kingdom is 3 93% and the volatility of the S/ exchange rate is 103% Use the Black-Scholes formula to determine the price of a six-month European call option on the British pound with a strike price of 51 79/E The corresponding forward exchange rate is 4 (Round to four decimal places) Using the Black-Scholes formula d, is while N, - | Round to four decimal place.) Using the Black-Scholes formula dyb while Nz is 1 (Round to four decimal places) The price of the call is 5 (Round to four decimal places)

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