Suppose gold is worth 10 and silver is worth 1, gold volatility is .2, silver vo

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?

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