Alphacom has a factory in Melbourne. The expense to run this factory is $$3\mathrm{.}5$ million per year, and this factory can generate an annual cash flow of $$4$ million in perpetuity.

Because of a new regulation that the government will announce shortly, the cash flow next year will either increase by $20\%$ or decrease by $21\%,$ with a probability of $20\%$ and $80\%,$ respectively. Alphacom's CEO expects the above change to be permanent.

The cost of capital for this factory is estimated to be $6\mathrm{.}7\%.$ Alphacom can shut down the factory at the cost of $$0\mathrm{.}5$ million at any time. The value of the option to abandon the factory will be closest to:

a$.$ $$0\mathrm{.}18$ million

b$.$ $$4\mathrm{.}28$ million

c$.$ $$9\mathrm{.}85$ million

d$.$ $$3\mathrm{.}66$ million