A small French corporation anticipates income of $57,500 over the course of the next few months, beyond its expenses. It has the opportunity to lock in 5 options contracts in the United States worth 10,000 Euro each at $1.15 per Euro. The premium to purchase the call is 2 cents ($0.02) per EUR or $200 per 10,000 EUR contract. At what exchange rate is this option at the money? Group of answer choices

$1.15 per euro

$0.855 per euro

$1.13 per euro

$1.17 per euro

$0.870 per euro