The current spot price is = $1.1200/, the volatility of the exchange rate is = 9.5%. For a 125 days call option with Strike price = $1.1500/, what is the intrinsic current value of the option premium by using binomial option-pricing model? Assume prevailing forward rate = $1.1500/, USD interest rate for 125 days is = 2%. Eulers e = 2.71. What is the option premium based on a binomial asset pricing model?

A. $0.1384 /

B. $0.9785 /

C. $1.3697 /

D. $0.0246 /