Use the Following Information and the Option Valuation Model for the Next

Use the following information and the option valuation model for the next two problems. Onyx Corporation has a $200,000 loan that will mature in one year. The risk free interest rate is 6 percent. The standard deviation in the rate of change in the underlying asset's value is 12 percent, and the leverage ratio for Onyx is 0.8 (80 percent) . The value for N(h1) is 0.02743, and the value for N(h2) is 0.96406.
-What is the current market value of the loan?

A) $160,000.
B) $189,932.
C) $200,000.
D) $188,352.
E) $178,571.