A driver entering into a car lease agreement can obtain the right to buy the car in 4 years for $$\$ 10,000$$. The current value of the car is $$\$ 30,000$$. The value of the car, $S$, is expected to follow the process $d S=\mu S d t+\sigma S d z$, where $\mu=-0.25, \sigma=0.15$, and $d z$ is a Wiener process. The market price of risk for the car price is estimated to be -0.1 . What is the value of the option? Assume that the risk-free rate for all maturities is $6 \%$.