7. Find the value of a call option written on 100 with a strike price of $1.00 1.00. In one period, there are two possibilities: the exchange rate will move up by 15 percent or down by 15 percent Gi.e. S1.15 -1.00 or 0.85 1.00). The U.S. risk-free rate is 5 percentoverthe period. The risk-neutral probability of dollar depreciation is 2/3 and the risk-neutral probability of the dollar strengthening is 1/3 A. $9.5238 B. $0.0952 C. SO D. $3.1746