Suppose the current spot rate for the Canadian dollar is $0.8925. The call premium on a call option with an exercise price of $0.8675 is $0.0373. What is the time value of one C$50,000 call option?

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07-10-2022
Business

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Suppose the current spot rate for the Canadian dollar is $0.8925. The call premium on a call option with an exercise price of $0.8675 is $0.0373. What is the time value of one C$50,000 call option?

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