15. A British bank issues a $270 million, 3-year Eurodollar CD at a fixed annual rate of 6 percent. The proceeds of the CD are converted to GBP and lent to a British company for 3 years at a fixed rate of 8 percent. The spot exchange rate of pounds for U.S. dollars is 1.50 USS. What is the nature of the risk exposure of the bank? a) The exchange rate to buy US dollars using British pounds could go down from E1.50.USS, b) The exchange rate to buy US dollars using British pounds could remain at 1. S0/USS. (c) The exchange rate to buy US dollars using British pounds could go up from f1.50/ USS