Question 33 1 pts Al-year call option on the British pound has a strike price of $1.30/. The spot interest rate today is $1.25/ and the interest rates in the US and the UK are 1% and 2%, respectively. If the pound can only appreciate to $1.50/ or depreciate to $1.10/ in a year, which of the following statements is correct? The call option should be valued at $0.0682/ today The call option has no value today. The call option will be worth $0 30 if the pound appreciates. The hedge ration of the call option is 25%