A put option is 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 (i.e. $1.15 = 1.00 or $0.85 = 1.00). The U.S. risk-free rate is 5 percent over the period. The risk-neutral probability of dollar depreciation is 2/3 and the risk-neutral probability of the dollar strengthening is 1/3. What is the intrinsic value of the total option premium including the consideration of time value of money? O A. $4.76 O B. 4.76 O c. 9.52 O D. $9.52