Suppose Carol's stock price is currently $20 and does not currently pay dividends. In the next 6 months it will either fall to $10 or rise to $40. What is the current value of a European 6-month call option with an exercise price of $15? The 6-month risk-free interest rate is 5% per 6-month period.

a) $8.73

b) $10.28

c) $16.88

d) $13.33