For the Following Problem(s), Please Include a Copy of the Cumulative

Multiple Choice

For the following problem(s) , please include a copy of the cumulative standard normal tables.
-Suppose the current exchange rate is $1.62/£,the interest rate in the United States is 5.25%,the interest rate in the United Kingdom is 4%,and the volatility of the $/£ exchange rate is 18%.Using the Black-Scholes formula,the price of a six-month European call option on the British pound with a strike price of $1.60/£ will be closest to:

A) $0.040/£.
B) $0.059/£.
C) $0.078/£.
D) $0.097/£.