Assume spot Swiss franc is $0.7000 and the six-month forwardrate is $0.6950. Wha

Assume spot Swiss franc is $0.7000 and the six-month forwardrate is $0.6950. What is the minimum price that a six-monthAmerican call option with a striking price of $0.6800 should sellfor in a rational market? Assume the annualized six-monthEurodollar rate is 3 percent.