Can someone answer this question for me, and give a reason to the answer, please?

CFA Level I Derivatives
#1

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Screenshot_2022-06-15-17-14-58-37_92460851df6f172a4592fca41cc2d2e61080×2400 120 KB

#2

its c

#3

What do you think the answer is?

Why?

(Hint: look at the 2022 Level I CFA curriculum, reading 46, §11.)

#4

Its C

Derivatives are priced on the assumption of risk neutrality.
And binomial option pricing uses RFR (risk free rate)

#5

More to the point, derivatives are priced to prevent arbitrage.