Find the value of a one-year call option on 10,000 with a strike price of $15,000. In one year the exchange rate (currently S0($/) = $1.50/) can increase by 60% or decrease by 37.5% (i.e. u = 1.6 and d = 0.625). The current one-year interest rate in the U.S. is i$ = 4% and the current one-year interest rate in the euro zone is i = 4%.

A. 1,525.52

B. $3,328.40

C. $4,992.60

D. 2,218.94

E. None of the above