The Captain Obvious answer is that the call with the highest delta will move up the most (price wise) if you prediction comes true. The not so obvious question is which option will have the largest ROI? In order to answer that, you have to make some pricing assumptions.
The first one is easy. The price target is 15% higher. Now it gets harder.
The timing is a little tougher. If this pending news is unknown (what insider told you about this ??? :->), why would you buy a call now when you can buy it closer to the news release, avoiding weeks or months of time decay? Will implied volatility start creeping up as the news release approaches (rumor leaks), causing you to pay more for your options?
What volatility input will you use for the later date? If there's going to be a quick 15% price spike in MSFT due to the news release, implied volatility will be higher then, briefly. In reality, it's all a guess so the most likely thing is to assume that IV will be unchanged and if higher, it will be gravy.
Once you've figured (guessed?) these assumptions out, the rest is easy. An option pricing model can be used to input all of these inputs and calculate the future value of an option 3+ months from now. That's a tedious, time consuming process. However, there are option software programs that will take all of your assumptions, calculate the future value of all of the options in the option chain and tell you which one would provide the highest ROI. The problem with this is that if your assumptions are incorrect, the ranking order of highest ROI options will be different, perhaps vastly different.