Find the value of a call option written on €100 with a strike price of $1.00 = €1.00.In one period,there are two possibilities: the exchange rate will move up by 15 percent or down by 15 percent .The U.S.risk-free rate is 5 percent over the period.The risk-neutral probability of dollar depreciation is 2/3 and the risk-neutral probability of the dollar strengthening is 1/3. 
Definitions:
Total Assets
The sum of all assets owned by a company, including current, non-current, tangible, and intangible assets.
Net Working Capital
A financial measure that illustrates the gap between the current resources of a business and its short-term obligations.
Shareholders' Equity
The residual interest in the assets of a corporation after deducting its liabilities.
Liquid Asset
An asset that can be quickly converted into cash with minimal impact to its value.
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