On January 1, 2007, the following currency information is given:

Spot exchange rate: $0.82/e

Dollar interest rate= 5% compounded continuously

Euro interest rate = 2.5% compounded continuously

Exchange rate volatility relevant for the Black-Scholes equation = 0.10.

What is the price of 850 dollar-denominated euro call options with a strike exchange rate $0.80/ethat expire on January 1, 2008? $46.155