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 270 days? What percentage increase is this for the length of maturity?

Pricing Currency Options on the British pound A U.S.-based firm wishing to buy or sell pounds (the foreign currency) A British firm wishing to buy or sell dollars (the foreign currency) Variable Value Variable Value SO $ 1.8674 SO 0.5355 FO $ 1.8533 FO 0.5396 $ 1.8000 0.5556 x 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) rd 1.453 % rd 4.525 % rf 4.525 % rf 1.453 % T 0.247 T 0.247 90.00 90.00 Days equivalent Volatility (% p.a.) S 9.400 % S 9.400 % d1 0.64800 d1 -0.60212 d2 0.60128 d2 -0.64884 0.74151 0.27355 N(01) N(02) N(d1) N(d2) 0.72617 0.25822 $ 0.0669 C 0.0041 Call option premium (per unit fc) Put option premium (per unit fc) (European pricing) $ 0.0138 0.0199 3.58 % 0.77 % Call option premium (%) Put option premium (%) 0.74 % 3.72 % Pricing Currency Options on the British pound A U.S.-based firm wishing to buy or sell pounds (the foreign currency) A British firm wishing to buy or sell dollars (the foreign currency) Variable Value Variable Value SO $ 1.8674 SO 0.5355 FO $ 1.8533 FO 0.5396 $ 1.8000 0.5556 x 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) rd 1.453 % rd 4.525 % rf 4.525 % rf 1.453 % T 0.247 T 0.247 90.00 90.00 Days equivalent Volatility (% p.a.) S 9.400 % S 9.400 % d1 0.64800 d1 -0.60212 d2 0.60128 d2 -0.64884 0.74151 0.27355 N(01) N(02) N(d1) N(d2) 0.72617 0.25822 $ 0.0669 C 0.0041 Call option premium (per unit fc) Put option premium (per unit fc) (European pricing) $ 0.0138 0.0199 3.58 % 0.77 % Call option premium (%) Put option premium (%) 0.74 % 3.72 %