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please answer Euro/British Pound. How would the call option premium change on the right to buy pounds with euros if the euro interest rate changed

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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 to 4.05% from the initial values listed in this table B The call option on British pounds, if the euro interest rate changed to 4 05% would be e (Round to four decimal places) Data Table Pricing Currency Options on the Euro AUS-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 Value 06789 SO E1 4730 SO FO 1.4654 FO E 0.6824 15000 0.6667 id Id Spot rate (domestic/foreign) Forward rate (domestic/foreign) Strike rate (domestic foreign) Domestic interest rate (% pa) Foreign interest rate (% pa) Time (years, 365 days) Days equivalent Volatility (% pa) 2.072 4.160 0.247 4.160 2.072 if f T T 0 247 90 00 9000 11.400 11.400% Print Done Data Table VE f % f 2.072 % TORTO Foreign interest rate (% pa) Time (years, 365 days) Days equivalent Volatility (%p.a.) 4.160 0.247 T 0.247 90.00 90 00 11 400 %% 11.400 d1 5 d1 0.44 -0.38 -0.44 d2 d2 0.38 N(01) N{02) 0.35 0.33 N(81) N[d2) 0.67 0.65 0.0189 C Call option premium (per unit fc) Put option premium (per unit fc) (European pricing 0 0241 0.0036 E 0.0533 c 1.28 3.55 96 Call option premium (%) Put option premium (%) 3 62 P 126 P Print Done

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