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 $S _ { F } - K$ taken over the region $S _ { T } \geq K$ .