Question: please answer es 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


es 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 180 days? What percentage increase is this for the length of maturity of the maturity increases from 90 to 180 days, a call option on pounds would be $ (Round to six decimal places) ed: lore on long long ton Data Table AUS-based firm wishing to buy or sell pounds (the foreign currency) A British firm wishing to buy or sell dollars (the foreign currency) Variable Variable Value SO SO 0.5355 FO FO E 0.5396 Value $ 1 8674 $ 1.8533 5 1.8000 1.453 % 4525 X 0 5556 Id rd Spot rate (domestic/foreign) Forward rate (domestic foreign) Strike rate domestic/foreign) Domestic interest rate (% pa) Foreign interest rate (pa) Time (years, 365 days) Days equivalent Volatility (% pa) 4525 f 1.453 f T T 0.247 0.247 90 00 90.00 9.400 S 9.400 % d1 0.64800 d1 -0.60212 -0.64884 d2 02 0.60128 O ZA M ME 22 Print Done Data Table LOWO TO TY 4.525 % rf 1.453 % T 0.247 T 0.247 Foreign interest rate (pa) Time (years, 365 days Days equivalent Volatility (%pa) 90.00 90.00 9.400 s % % 9.400 d1 d1 0.64800 0.60128 -0.60212 -0.64884 d2 d2 0.27355 N(41) Nd2) 0.74151 0.72617 N(d1) N[d2) 0.25822 Call option premium (per unit fc) Put option premium (per unit fc) (European pricing) $ 0.0669 50 0138 00041 0.0199 P C 358 % % Call option premium (*) Put option premium (%) 0.77 3.72 0.74 P % % P Print Done Hem WTTTY TITIS VIEW TRATTATE BET TUTE Temp
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