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? Data table - X If the maturity increases from 90 to 365 days, a call option on pounds would be $ 0.072216/. (Ro or sell pounds (the foreign currency) or sell dollars (the foreign currency) Therefore, the 365-day call option would be $ 0.005329/ more than the 90-day call option. (RO Variable Value Variable Value The percentage increase for the length of maturity is%. (Round to four decimal places.) SO SO $ 1.8674 $ 1.8533 0.5355 0.5396 FO FO $ 1.8000 0.5556 rd 1.453 % rd 4.525 % 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 T 0.247 90.00 90.00 S 9.400 % S 9.400 % d1 d1 -0.60212 0.64800 0.60128 -0.64884 d2 N(1) N(12) 0.74151 d2 N(D1) N(D2) 0.27355 0.72617 0.25822 $ 0.0669 0.0041 Call option premium (per unit fc) Put option premium (per unit fc) (European pricing) $ 0.0138 P 0.0199 3.58 % 0.77 % Call option premium (%) Put option premium (%) 0.74 % 3.72 %