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.

I just wanna know when I can use strike price, i remember the strike price should be the exercise price , but why the answer here use $1.25 as E , rather than use $1