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The current prices of stocks LEFT and HOOK are $100 and $200, respectively. The continuous dividend yields of LEFT and HOOK are 5% and 3%,

The current prices of stocks LEFT and HOOK are $100 and $200, respectively. The continuous dividend yields of LEFT and HOOK are 5% and 3%, respectively, and the continuous risk-free rate is 2%. The option to exchange five HOOKs to receive ten LEFTs in six months costs $10. What is the price of the option to exchange two LEFTs to receive one HOOK in six months?

A. $2.07

B. $2.95

C. $3.44

D. $3.96

E. $4.78

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