Assume the spot rate on the pound is .5920 and the 6-month forward rate is .5929. Also assume interest rate parity holds and the current six-month risk-free rate in the United States is 3.1 percent. What must the six-month risk-free rate be in Great Britain?

		3.25 percent
		2.87 percent
		2.94 percent
		3.10 percent
		3.52 percent