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current spot exchange rate is $1.55 E1.00 and the three-month forward rate is $1.60- 1.00. Consider a three-month American call option on 62,500. For this

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current spot exchange rate is $1.55 E1.00 and the three-month forward rate is $1.60- 1.00. Consider a three-month American call option on 62,500. For this option to be considered at-the-money, the strike price must be A. $1.60-1.00 B. S1.55 -1.00 C. $1.55% (1 + iS?"2 1.00x(1+ie)v12 D. none of the options

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