assume that stock price for standard bank Namibia is trading N$30 today. A year from now standard bank Namibia shares are worth N$45. T-bill rate between today and a year from now is 10% annually consider a European call option written on the one standard bank share, which has a strike price of N$35 that matures a year from now. Assume that interest rate is compounded continuously. What is the value of this call option

select one

A. 1.85

B. 3.85

C. 2.85

D. 2.58