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A European at - the - money put option on the British pound has 1 year until maturity. The exchange rate volatility is 1 0

A European at-the-money put option on the British pound has 1 year until maturity. The exchange rate volatility is 10%, the U.S. risk-free rate is 1.0%, and the U.K. risk-free rate is 1.5%(all per annum and with continuous compounding). The current exchange rate is $1.30 per pound. What is the value of the put option? (Hint: All necessary information is included in the quesiton. Use Black-Scholes-Merton valuation for currency options)

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