Find the USD value of a one-year call option on 10,000 vs. the USD with a strike price of 1.50. In one year the exchange rate (which is currently S($/) = 1.50) can increase by 60% or decrease by 37.5%. The current one-year interest rate in the U.S. is is = 4% and the current one-year interest rate in the euro zone is i = 4%.