You are given: i) The spot price of the Euro is 0.95 US dollars ii) The Euro-Dollar exchange rate has the volatility of 15% iii) The Euro-denominated and dollar-denominated continuously compounded risk-free interest rates are 4% and 6%, respectively. Calculate the price (in Euro) of a call option to buy 95 dollars with 100 Euro six months from now by constructing a one-period forward tree model to the movement of the exchange rate. O A. 0.05 OB. 4.03 O C. 4.68 OD. 4.78 O E. 4.93 You are given: i) The spot price of the Euro is 0.95 US dollars ii) The Euro-Dollar exchange rate has the volatility of 15% iii) The Euro-denominated and dollar-denominated continuously compounded risk-free interest rates are 4% and 6%, respectively. Calculate the price (in Euro) of a call option to buy 95 dollars with 100 Euro six months from now by constructing a one-period forward tree model to the movement of the exchange rate. O A. 0.05 OB. 4.03 O C. 4.68 OD. 4.78 O E. 4.93