The call option on British pounds, if the euro interest rate changed to 4.13%, would be '. (Round to four decimal places.) Therefore, the call option premium on British pounds at 4.13% would by I. (Round to four decimal places and select the best answer from the drop-down menu.) Pricing Currency Options on the Euro A U.S.-based firm wishing to buy A European firm wishing to buy or sell euros (the foreign currency) or sell dollars (the foreign currency) Volatility (\% p.a.) sd1d2N(d1)N(d2)11.4000.380.440.350.33%N(d2)sd1d2N(d1)0.6511.400.440.380.67 Call option premium (per unit fc) cp0.01890.0533cp0.02410.0086 Put option premium (per unit fc) p0.0533 p 0.0086 (European pricing) Call option premium (\%) Put option premium (\%) cp1.283.62%% c 3.55% p1.26% The call option on British pounds, if the euro interest rate changed to 4.13%, would be '. (Round to four decimal places.) Therefore, the call option premium on British pounds at 4.13% would by I. (Round to four decimal places and select the best answer from the drop-down menu.) Pricing Currency Options on the Euro A U.S.-based firm wishing to buy A European firm wishing to buy or sell euros (the foreign currency) or sell dollars (the foreign currency) Volatility (\% p.a.) sd1d2N(d1)N(d2)11.4000.380.440.350.33%N(d2)sd1d2N(d1)0.6511.400.440.380.67 Call option premium (per unit fc) cp0.01890.0533cp0.02410.0086 Put option premium (per unit fc) p0.0533 p 0.0086 (European pricing) Call option premium (\%) Put option premium (\%) cp1.283.62%% c 3.55% p1.26%