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 4.15% from the initial values listed in this table: : : The call option on British pounds, if the euro interest rate changed to 4.15%, would be e I. (Round to four decimal places.) SO 1.4730 SO 0.6789 FO 1.4654 FO 0.6824 Spot rate (domestic/foreign) Forward rate (domestic/foreign) Strike rate (domestic/foreign) Domestic interest rate (% p.a.) 1.5000 X 0.6667 rd 2.072 % rd 4.160 % rf 4.160 % rf 2.072 % T 0.247 0.247 Foreign interest rate (% p.a.) Time (years, 365 days) Days equivalent Volatility (% p.a.) 90.00 90.00 s 11.400 % s 11.400 % d1 -0.38 d1 0.44 d2 -0.44 d2 0.38 0.35 0.67 N(d1) N(2) N(D1) N(D2) 0.33 0.65 C 0.0189 0.0241 Call option premium (per unit fc) Put option premium (per unit fc) (European pricing) 0.0533 0.0086 1.28 % 3.55 % Call option premium (%) Put option premium (%) 3.62 % 1.26 % 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 4.15% from the initial values listed in this table: : : The call option on British pounds, if the euro interest rate changed to 4.15%, would be e I. (Round to four decimal places.) SO 1.4730 SO 0.6789 FO 1.4654 FO 0.6824 Spot rate (domestic/foreign) Forward rate (domestic/foreign) Strike rate (domestic/foreign) Domestic interest rate (% p.a.) 1.5000 X 0.6667 rd 2.072 % rd 4.160 % rf 4.160 % rf 2.072 % T 0.247 0.247 Foreign interest rate (% p.a.) Time (years, 365 days) Days equivalent Volatility (% p.a.) 90.00 90.00 s 11.400 % s 11.400 % d1 -0.38 d1 0.44 d2 -0.44 d2 0.38 0.35 0.67 N(d1) N(2) N(D1) N(D2) 0.33 0.65 C 0.0189 0.0241 Call option premium (per unit fc) Put option premium (per unit fc) (European pricing) 0.0533 0.0086 1.28 % 3.55 % Call option premium (%) Put option premium (%) 3.62 % 1.26 %