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The current spot exchange rate is $1.56 = €1.00 and the three-month forward rate is $1.60...

The current spot exchange rate is $1.56 = €1.00 and the three-month forward rate is $1.60 = €1.00. Consider a three-month American call option on €62,500 with a strike price of $1.50 = €1.00. Immediate exercise of this option will generate how much moneyness?

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