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For a $1.50/ call option with an initial premium of $0.033/ and a phi value of 0.2, after an increase in the foreign interest (the

For a $1.50/ call option with an initial premium of $0.033/ and a phi value of 0.2, after an increase in the foreign interest (the pound sterling rate) rate from 8 percent to 9 percent, the new option premium would be A $0.035/ B $1.48/ C $0.031/ D $0.032/

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