Let $K$ Denote the Strike of an Asset-Or-Nothing Call Option And $S _ { T }$

Let $K$ denote the strike of an asset-or-nothing call option and $S _ { T }$ the price of the underlying at maturity.The option is worth

A) The present value of $S _ { T }$
Taken over the region
$S _ { T } \geq K$
)
B) The present value of $K$
Taken over the region
$S _ { T } \geq K$
)
C) $K$
Times the risk-neutral probability of the option finishing in-the-money.
D) The present value of $S _ { T } - K$
Taken over the region
$S _ { T } \geq K$
)