Find the Black-Scholes price of 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%. The volatility of the underlying asset is 10.7 percent. 0.63577 SHOW STEP BY STEP

A.	Ce = $0.63577

B.	Ce = $0.0998

C.	Ce = $1.6331

D.	none of the above