Shares in XYZ currently trade at a market price of $13.50. The shares have an expected return of 17% and a volatility of 33% both expressed as per annum rates. Assume that the risk-free rate of interest is 6\% per annum. The risk neutral probability that a European call option with an exercise price of $15.00 and a maturity date of six-months will be exercised is \begin{tabular}{l} \hline 20.63% \\ \hline 33.01% \\ \hline 41.83% \\ \hline 41.92% \\ \hline 43.96% \\ \hline \end{tabular}