The current (spot) exchange rate is 1.2 dollars per euro, the 6-month forward exchange rate is 1.195 dollars per euro, the 6-month dollar interest rate is 1% per annum (continuous). The ( no-arbitrage) 6-month euro interest rate (per annum continuous) is

(a) 0.018%

(b) 1.004%

(c) 1.139%

(d) 1.418%

(e) 1.835%