U.S. Dollar-British Pound. Assuming the same initial values for the U.S. dollar-British pound cross-rate in this table a , how much more would a call option on pounds be if the maturity was doubled from 90 to 270 days? What percentage increase is this for twice the length of maturity? If the maturity increases from 90 to 270 days, a call option on pounds would be $|:l. (Round to six decimal places.) Data table Pricing Currency Options on the British pound Variable Value $ 1.8674 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 (\"/0 p.a.) A U.S.-based firm wishing to buy or sell pounds (the foreign currency) SO F0 X rd $ 1.8533 $ 1.8000 1.453 4.525 0.247 90.00 9.400 % % % A British firm wishing to buy or sell dollars (the foreign currency) Variable Value SO 0.5355 F0 0.5396 X 0.5556 rd 4.525 % rf 1.453 % T 0.247 90.00 5 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 E 0.0041 Put option premium (per unit fc) p $ 0.0138 p E 0.0199 (European pricing) Call option premium (%) C 3.58 % C 0.77 % Put option premium (%) p 0.74 % p 3.72 %