The time value of the call and put options

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Reference no: EM131989791

Assume that the Japanese yen is trading at a current spot price of 92.06 US cents per 100 yen. Further assume that the premium of a Call option with a strike price of 93 is 2.10 US cents and the premium of a Put option with the same strike price is 2.20 US cents. Calculate the intrinsic value and the time value of the call and put options (in US cents).

Reference no: EM131989791

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