U.S. Dollar-British Pound. Assuming the same initial values for the U.S. dollar-British pound crossrate in this table a , 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? If the maturity increases from 90 to 365 days. a call option on pounds would be $ /. (Round to six decimal places) Data table (Click on the following icon CI 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 rm wishing to buy or sell pounds {the foreign currency) or sell dollars {the foreign currency) Variable Value Variable Value Spot rate (domesticiforeign) 80 3 1.8674 30 P. 0.5355 FonNard rate (domesticlforeign) F0 3 1.8533 F0 2 0.5396 Strike rate (domesticoreign) X $ 1.8000 X 2 0.5556 Domestic interest rate (% p.a.) rd 1.453 % rd 4.525 % Foreign interest rate (% p.a.) rf 4.525 \"/o rt 1.453 \"A: Time (years, 365 days} T 0.247 T 0.247 Days equivalent 90.00 90.00 Volatility (\"/0 pa.) s 9.400 \"/0 5 9.400 % d1 0.64800 d1 -0.60212 d2 0.601 28 d2 -0.64884 N(d1) 0.74151 N(d1] 0.27355 N(d2) 0.72617 N(d2] 0.25822 Call option premium (per unit to} c $ 0.0669 c 2 0.0041 Put option premium (per unit fc) p $ 0.0138 p 2 0.0199 (European pricing} Call option premium (%} c 3.58 \"/o c 0.77 % Put option premium ('70) p 0.74 \"/o p 3.72 %