U.S. Dollar/Euro. The table, a , indicates that a 1-year call option on euros at a strike rate of $1 .2498 I (5 will cost the buyer $0.0529 / E, or

Can someone help explain this U.S. Dollar/Euro question ............. Chart is shown below.............

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U.S. Dollar/Euro. The table, a , indicates that a 1-year call option on euros at a strike rate of $1 .2498 I (5 will cost the buyer $0.0529 / E, or 4.19%. But that assumed a volatility of 10.500% when the spot rate was $1 .2615/ €. What would the same call option cost if the volatility was reduced to 10.500% when the spot rate fell to$12475 / €? The same call option cost if the volatility was reduced to 10.500% when the spot rate fell to $1 .2475/€ would be $|:/€. (Round to four decimal places.)