Euro/British Pound. How would the call option premium change on the right to buy pounds with euron If the euro interest rate changed to 409% from the initial values listed in this table The call option on Bilish pound the core interest rate changed to 409% would be bound to four decimal places) Thelore the call option premium on Belili pounds at 409% would w by (ound to four decimal ptions and select the best answer from the drop-down menu) Pricing Currency Options on the Euro AU.S.-based firm wishing to buy or sell euros (the foreign currency) A European firm wishing to buy or sell dollars (the foreign currency) Variable Value Variable SO 1.4730 SO Value E 0.6789 E 0.6824 FO 1.4654 FO 15000 0.6667 Spot rate (domestic/foreign) Forward rate (domesticforeign) Strike rate (domestic/foreign) Domestic interest rate (% p. a.) Foreign interest rate (% pa) Time (years, 365 days) Days equivalent Volanty ("pa) rd rd 11 % 2.072 4.160 0.247 90.00 4.160 2.072 f % T T 0.247 90.00 11.400 % 11:400 36 d1 d1 d2 N{01) N(2) 0.38 -0.44 035 d2 N(1) N[d2) 0.44 0.18 0.67 0.65 0.33 Call option from perc) Put option promet European pricing C00109 0533 P C00241 C00080