A Call Option Has a Price of $0 $0$

Multiple Choice

A call option has a price of $0.50 with exercise price of $14.00 and underlying asset price of $15.00.If the time to maturity is 60 days and the risk-free return is 7% p.a. ,what is the pricing bound error?

A) $0$
B) $0.50$
C) $0.66$
D) $1.16$