Help solve this and be accurate

Here is the data table needed

Pricing Currency Options on the British pound
	A U.S.-based firm wishing to buy					A British firm wishing to buy
	or sell pounds (the foreign currency)					or sell dollars (the foreign currency)
	Variable	Value				Variable	Value
Spot rate (domestic/foreign)	S0	$	1.8674			S0		0.5355
Forward rate (domestic/foreign)	F0	$	1.8533			F0		0.5396
Strike rate (domestic/foreign)	X	$	1.8000			X		0.5556
Domestic interest rate (% p.a.)	rd		1.453	%		rd		4.525	%
Foreign interest rate (% p.a.)	rf		4.525	%		rf		1.453	%
Time (years, 365 days)	T		0.247			T		0.247
Days equivalent			90.00					90.00
Volatility (% p.a.)	s		9.400	%		s		9.400	%
	d1		0.64800			d1		-0.60212
	d2		0.60128			d2		-0.64884
	N(d1)		0.74151			N(d1)		0.27355
	N(d2)		0.72617			N(d2)		0.25822
Call option premium (per unit fc)	c	$	0.0669			c		0.0041
Put option premium (per unit fc)	p	$	0.0138			p		0.0199
(European pricing)
Call option premium (%)	c		3.58	%		c		0.77	%
Put option premium (%)	p		0.74	%		p		3.72	%

Be very accurate

U.S. Dollar/British Pound. Assuming the same initial values for the dollar/pound cross rate in this table how much more would a call option on pounds be if the maturity increases from 90 to 270 days? What percentage increase is this for the length of maturity? If the maturity increases from 90 to 270 days, a call option on pounds would be $ '. (Round to six decimal places.)