Question 34 1 pts A 1-year call option on the British pound has a strike price of $125/. The spot interest rate today is $1.30/ and the interest rates in the US and the UK are 1% and 2%, respectively. If the pound can only appreciate to $1.40 or depreciate to $1.20/ in a year, which of the following statements is correct? The call opten valite should be $0,20/. In a year if the pound appreciates The risk neutral probability of the pound appreciates is 45%. The call option should be valued at $0.0648/ today, The hedge ratio of the call option is 25%