Suppose the current spot rate for the Swiss franc (SFr) is $0.5675. The premium on...
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Suppose the current spot rate for the Swiss franc (SFr) is $0.5675. The premium on a put option with an exercise price of $0.5925/SFr is $0.0373/SFr. What is the intrinsic value of this put option, given that the size is SFr 62,500?
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