Help! Please explain and show ALL steps!

Consider a 1-year call option written on 10,000 with an exercise of dollar 2.00 = 1.00. The current exchange rate is dollar 2.00 = 1.00; The U.S. risk-free rate is 5% over the period and the U.K. risk-free rate is also 5%. In the next year, the pound will either double in dollar terms or fall by half (i.e. u = 2 and d = 1/2). If you write 1 call option, what is the value today (in dollar) of the hedge portfolio