You spend $1,000 to buy 100 call options on IBM stock (expires after one year; each covers one share) with $100 strike price and spend $9,000 to buy t-bills with 2% annual interest rate. If stock price increases to $115, your one year rate of return would be

A. -4.3%

B. 2%

C. 6.8%

D. 15%

E. None of the above