Data table (Click on the following icon D in order to copy its contents into a spreadsheet.) Euro-British Pound. How would the call option premium change on the right to buy pounds with euros if the euro interest rate changed to 4.0861% from the initial values listed in this table: The call option on British pounds, if the euro interest rate changed to 4.0861%, would be f IE. (Round to four decimal places.) Therefore, the call option premium on British pounds at 4.0861% would by 1E. (Round to four decimal places and select the best answer from the drop-down menu.) \begin{tabular}{|c|c|c|c|c|c|c|} \hline Foreign interest rate (\%,p.a.) & rf & 4.160 & % & rf & 2.072 & % \\ \hline Time (years, 365 days) & T & 0.247 & & T & 0.247 & \\ \hline Days equivalent & & 90.00 & & & 90.00 & \\ \hline \multirow[t]{5}{*}{ Volatility (\%,p.s.) } & 8 & 11.400 & % & s & 11.400 & % \\ \hline & d1 & -0.38 & & d1 & 0.44 & \\ \hline & d2 & -0.44 & & d2 & 0.38 & \\ \hline & N(d1) & 0.35 & & N(d1) & 0.67 & \\ \hline & N(d2) & 0.33 & & N(d2) & 0.65 & \\ \hline Call option premium (per unit fc) & c & 0.0189 & & c & 0.0241 & \\ \hline \begin{tabular}{l} Put option premium (per unit fe) \\ (European pricing) \end{tabular} & p & 0.0533 & & p & .0.0086 & \\ \hline Call option premium (\%) & c & 1.28 & % & c & 3.55 & % \\ \hline Put option premium (\%) & p & 3.62 & % & p & 1.26 & % \\ \hline \end{tabular}