Question: Boris Excelcius is a master at using spreadsheets to price FX options. Currently, he is building a spreasheet for trading American EURUSD Call options.Please mark

Boris Excelcius is a master at using spreadsheets to price FX options. Currently, he is building a spreasheet for trading American EURUSD Call options.Please mark the only INCORRECT answer regarding FX Call PRICING:

a. The interest rates in EUR and USD will likely be included in Boris' valuation model

b. The more out of the money the call is (strike much higher than spot), the cheaper the call is likely to be

c. The higher the volatility for EURUSD the higher the premium of the call will be

d. The longer the time for expiration (one year instead of one month), the cheaper the Call

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