1.What is the USD BS call price of $1.10 strike, 6 month, call on the...
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1.What is the USD BS call price of $1.10 strike, 6 month, call on the 1 euro if the spot price of the euro is $1.08, U.S and German annualized sovereign yields are 1% and 2%, respectively, the annualized volatility of the exchange rate returns is 10%
2.What is the USD BS put price of 120/$ strike, 2 year, call on the 100,000 Yen if the spot price of the Yen is 115/$, U.S and Japanese annualized sovereign yields are 1% and .5%, respectively, the annualized volatility of the exchange rate returns is 10%
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