Determine the Value of a European Foreign Currency Put If

Multiple Choice

Determine the value of a European foreign currency put if the call is at $0.05,the spot rate is $0.5702,the exercise price is $0.59,the domestic interest rate is 5.75 percent,the foreign interest rate is 4.95 percent and the options expire in 45 days.(The interest rates are continuously compounded. )

A) $0.069
B) $0.031
C) $0.050
D) $0.517
E) none of the above