You are given: The spot exchange rate is 137 Japanese yens for 1 British pound and the strike price on a European yen-denominated call option to buy one British pound is 140 yens. Assume the continuous rate of interest on British pound is 4% and the continuous rate of interest on yen is 2.5%. The option expires in one month, and o = 20%. Using a one-period binomial model, find the yen-denominated price of the European call option