You are given:

(i) The current exchange rate is 0.011$/¥.

(ii) A four-year dollar-denominated European put option on yen with a strike price of $0.008 sells for $0.0005.

(iii) The continuously compounded risk-free interest rate on dollars is 3%.

(iv) The continuously compounded risk-free interest rate on yen is 1.5%.

Calculate the price of a four-year yen-denominated European put option on dollars with a strike price of ¥125.

(A) 35

(B) 37

(C) 39

(D) 41

(E) 43