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Today's exchange rate is 1.5$/ and next year it can either go up to 1.6$/ or down to 1.4$/. Find the price of 1-year European

Today's exchange rate is 1.5$/ and next year it can either go up to 1.6$/ or down to 1.4$/. Find the price of 1-year European call option on 1000 with strike price of 1.45$/ if S.S. interest rate is 8% and U.K. interest rate is 3%

$11.140

$150.47

$12.140

$122.47

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