Consider a six-month call option written on 100,000 with a strike price of $1.00 = 1.00. The current exchange rate is $1.25 = 1.00; The U.S. risk-free rate is 5% over the period and the euro-zone risk-free rate is 4%. Assume that N(d₁)=0.9989, and N(d₂)=0.9985. What is the option value using the Black-Scholes model?

The answer is $25005

How do i get that?