Question: 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

 U.S. Dollar/British Pound. Assuming the same initial values for the dollar/pound

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 365 days? What percentage increase is this for the length of maturity? . If the maturity increases from 90 to 365 days, a call option on pounds would be $. (Round to six decimal places.) - X Data table A U.S.-Daseu TTTT Wishing to buy A DITUSTI TIITTI Wisting to buy or sell pounds (the foreign currency) or sell dollars (the foreign currency) Variable Value Variable Value SO SO FO X $ 1.8674 $ 1.8533 FO 0.5355 0.5396 0.5556 4.525 $ 1.8000 X rd 1.453 % rd % Spot rate (domestic/foreign) Forward rate (domestic/foreign) Strike rate (domestic/foreign) Domestic interest rate (% p.a.) Foreign interest rate (% p.a.) Time (years, 365 days) Days equivalent Volatility (% p.a.) rf 4.525 % rf 1.453 % T 0.247 1 0.247 90.00 90.00 s 9.400 % S 9.400 % d1 d1 -0.60212 d2 -0.64884 0.64800 0.60128 0.74151 0.72617 d2 N(D1) N(02) N(D1) N(02) 0.27355 0.25822 $ 0.0669 0.0041 Call option premium (per unit fc) Put option premium (per unit fc) (European pricing) $ 0.0138 0.0199 3.58 % 0.77 % Help me solve this View an exampl Call option premium (%) Put option premium (%) P 0.74 % 3.72 % Check

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