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a Euro/Japanese Yen. A French firm is expecting to receive 10.4 million in 90 days...

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a Euro/Japanese Yen. A French firm is expecting to receive 10.4 million in 90 days as a result of an export sale to a Japanese semiconductor firm. What will it cost, in total, to purchase an option to with a strike price of 0.007353/? The spot rate is 0.007000/ (See table for initial values.) The cost, in total, to purchase an option with a strike price of 0.007353/JPY (knowing that its spot rate is 0.007000/JPY) is A. (Round to the nearest cent.) Variable Value Variable Value Domestic interest rate (% p.a.) rd 2.1870 % rd 0.0875 % rf 0.0875 % rf 2.1870 % Foreign interest rate (% p.a.) Volatility (% p.a.) S 10.000 % S 10.000 % d1 -0.39411 d1 -0.86248 d2 -0.44377 d2 -0.91214 0.34675 N(01) 0.19421 N(d1) N(D2) 0.32860 N(d2) 0.18085

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