Suppose gold is worth 10 and silver is worth 1, gold volatility is .2, silver volatility is .3, and the correlation is . Price the European option to...

Suppose gold is worth 10 and silver is worth 1, gold volatility is .2, silver volatility is .3, and the correlation is .7 . Price the European option to swap gold for silver that matures in 6 months. suppose the storage cost, as a rate, of gold is .05 and of silver is .06. What is the exchange option worth?