(1 point) Suppose you are an FX trader at Morgan Stanley and a client would like to perform a foreign exchange transaction in EUR/USD for an amount of EUR 10.000.000 on a forward basis: i.e. - Settlement will take place in 3 months from today. The following table shows the spot rate and the swap points for several terms Spot price EUR/USD Bid price 1.1000 Ask price 1.1020 1 month 11 16 3 months 20 25 6 months 33 38 Based on the above, the forward rate that you quote to the client to transact a foreign exchange transaction in EUR/USD for an amount of EUR 5.000.000 with settlement in 6 months is closest to: Select one: a. 1.1020 - 1.1045 a b. 1.1011 - 1.1036 a C. 1.1033 - 1.1058 d. 1.1018 - 1.1043 e. Not enough information