(8) Now consider the Heston stochastic volatility model dSt = rdt + oldz, St dut = k(0 - vt)dt + ovvidZut dze dze = pdt. Assume r = 0.03, k = 2, 0 = 0.162, o = 0.2, p = -0.8. If the current stock price is 100 USD, current instantaneous stock return variance is 0.12, find the price of a European call option with 1 year to expiry with a strike of 100 USD. The option price is: A Close to 7 USD B Close to 5 USD C Close to 4 USD D Close to 10 USD E Close to 2 USD