What is the value in dollars of a derivative that pays off GBP $10,000$ in one year provided that the dollar$$sterling exchange rate is greater than $1\mathrm{.}5000$ at that time? The current exchange rate is $1\mathrm{.}4800.$ The dollar and sterling interest rates are $4\%$ and $8\%$ per annum, respectively. The volatility of the exchange rate is $12\%$ per annum.