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Euro/British Pound. How would the call option premium change on the right to buy pounds with euros if the euro interest rate changed to 4.16% from the initial values listed in this table: The call option on British pounds, if the euro interest rate changed to 4.16%, would be Z. (Round to four decimal places.) Therefore, the call option premium on British pounds at 4.16% would by IE. (Round to four decimal places and select the best answer from the drop-down menu.) Pricing Currency Options on the Euro