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?

I already have the correct answers but I need to know how to get those answers

Pricing Currency Options on the Euro
	A U.S.-based firm wishing to buy					A British firm wishing to buy
	or sell euros (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	%

If the maturity increases from 90 to 180 days, a call option on pounds would be $ 0.069620

Therefore, the180 -day call option would be $0.002730 / more than the 90 -day call option.

The percentage increase for the length of maturity is 4.1899%

Can you help me getting these correct answers by showing calculation? If possible showing in excel please.