Find the Black-Scholes price of a six-month call option written on 100,000 with a strike price of $1.0000/. The current exchange rate is $1.125/. The U.S. risk-free rate is 2 percent over the period and the euro-zone risk-free rate is 1 percent. The volatility of the underlying asset is 10.5 percent.

$0.1309/

$0.1682/

$0.1452/

$0.0016/