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Suppose the exchange rate is $0.61/A$, the Australian dollar-denominated continuously compounded interest rate is 2%, the U.S....

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Finance

Suppose the exchange rate is $0.61/A$, the Australiandollar-denominated continuously compounded interest rate is 2%, theU.S. dollar-denominated continuously compounded interest rate is6%, and the exchange rate volatility is 19%. What is theBlack-Scholes value of a 3-month $0.60-strike European call on theAustralian dollar?

$.0315 = Answer

Please show all the work THanks

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Suppose the exchange rate is $0.61/A$, the Australiandollar-denominated continuously compounded interest rate is 2%, theU.S. dollar-denominated continuously compounded interest rate is6%, and the exchange rate volatility is 19%. What is theBlack-Scholes value of a 3-month $0.60-strike European call on theAustralian dollar?$.0315 = AnswerPlease show all the work THanks

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