Order the answer to: An exchange rate is currently 1.0 and the implied volatilities
||An exchange rate is currently 1.0 and the implied volatilities of six-month European options with strike prices 0.7, 0.8, 0.9, 1.0, 1.1, 1.2, and 1.3 are 13%, 12%, 11%, 10%, 11%, 12%, and 13%. The domestic and foreign risk free rates are both 2.5%. Calculate the implied probability distribution using an approach similar to that used in the appendix for Example 20A.1. Compare it with the implied distribution where all the implied volatilities are 11.5%.