A 1-year call option on the British pound has a strike price of $1.30/pound. The spot interest rate today is $1.25/pound and the interest rates in the US and UK are 1% and 2% respectively. If the pound can only appreciate to $1.50/pound or depreciate to $1.10/pound in a year, which of the following statements is correct?

The call option should be valued at $.0682/pound today

the hedge ration of the call option is 25%

the call option will be worth $.30 if the pound appreciates

the call option has no value today