U.S. Dollar-British Pound. Assuming the same initial values for the U.S. dollar-British pound cross-rate in this table , how much more would a call option on pounds be if the maturity was doubled from 90 to 365 days? What percentage increase is this for twice the length of maturity? - X If the maturity increases from 90 to 365 days, a call option on pounds would be $|/f. (Round to six decimal places.) Data table (Click on the following icon in order to copy its contents into a spreadsheet.) Pricing Currency Options on the British pound A U.S.-based firm wishing to buy A British firm wishing to buy or sell pounds (the foreign currency) or sell dollars (the foreign currency) Variable Value Variable Value Spot rate (domestic/foreign) 50 6 1.8674 SO E 0.5355 Forward rate (domestic/foreign) FO $ 1.8533 FO E 0.5396 Strike rate (domestic/foreign) X $ 1.8000 X E 0.5556 Domestic interest rate (% p.a.) rd 1.453 % rd 4.525 % Foreign interest rate (% p.a.) rf 4 525 If 1.453 % Time (years, 365 days) 0.247 0.247 Days equivalent 90.00 90.00 Volatility (% p.a.) 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) $ 0.0669 E 0.0041 Put option premium (per unit fc) $ 0.0138 P E 0.0199 (European pricing) Call option premium (%) 3.58 0.77 Put option premium (%) 0.74 3.72 % Print Done