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Consider a three-month European call option issued on 62,500 with a strike price of $1.35 = 1.00 and an option premium of $3,750. What is

Consider a three-month European call option issued on 62,500 with a strike price of $1.35 = 1.00 and an option premium of $3,750. What is the break even Spot Exchange Rate in three month ? (Assume interest rate is 0)

A.

$1.60/

B.

$1.55/

C.

$1.41/

D.

none of the above

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