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Euro - British Pound. How would the call option premium change on the right to buy pounds with euros if the euro interest rate changed
EuroBritish Pound. How would the call option premium change on the right to buy pounds with euros if the euro interest rate changed to from the initial values listed this table:
The call option on British pounds, if the euro interest rate changed to would be Round to four decimal places.
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Pricing Currency Options on the Euro
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