26) The current spot exchange rate is $1.55 = 1.00. Consider a three-month American call option on 62,500 with a strike price of $1.50 = 1.00. Immediate exercise of this option will generate a profit of A) negative profit, so exercise would not occur. B) $6,125. C) $6,125/(1 + i$)3/12 D) $3,125