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U.S. Dollar-British Pound. Assuming the same initial values for the U.S. dollar-British pound cross-rate in this table how much more would a call option on
U.S. Dollar-British Pound. Assuming the same initial values for the U.S. dollar-British pound cross-rate in this table how much more would a call option on pounds be if the maturity was doubled from 90 to 365 days? What percentage increase is this for twice the length of maturity? If the maturity increases from 90 to 365 days, a call option on pounds would be $ I. (Round to six decimal places.) Pricing Currency Options on the British pound
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