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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 bei the maturity increases from 90 to 180 days? What percentage increase in this for the length of maturity? # the maturity increases from 90 to 180 days, a call option on pounds would be $ (Round to be decimal places) 9 he n 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 Value Variable SO $ 1 8674 SO FO Value 05355 E 0.5396 FO 3 1.8533 $ 1 8000 X X 0.5556 rd 1.453 % rd 4.525 Spot rate (domestic foreign) Forward rate (domesticforeign) Strike rate (domestic foreign) Domestic interest rate (% pa) Foreign interest rate (%p.a.) Time (years, 365 days) Days equivalent Volatility (% pa) rf 4.525 1453 T 0.247 T 0.247 90.00 90.00 9 400 % % $ 9.400 d1 0.64800 -0.60212 d2 d1 d2 N[d1) 0.60128 0.74151 -0.54884 0 27355 N(d1) Print Done then If the rf f 1 1 CAT Foreign interest rate (pa) Time (years, 365 days) Days equivalent Volatility (pa) 4525 0.247 90 00 9.400 1453 0 247 90 00 5 9.000 5 d1 d1 0 64800 0 60128 d2 -060212 06-4884 027355 d2 N(01) N[d2) 0.74151 072617 N(41) N[d2) 0.25822 00041 Call option premium (per unit fc) Put option premium (per unit fc) (European pricing) $ 00669 $ 0.0138 0.0199 P % 0.77 Call option premium Put option premium (%) 3.58 0.74 3.72 P % Print Done 37 H4