The current spot exchange rate is $1.45=1.00 and the three-month forward rate is $1.40=1.00. Consider a three-month American call option on 62,500 with a strike price of $1.50=1.00. If you pay an option premium of $4,500 to buy this call, at what exchange rate will you break-even? A) $1.60=1.00 B) $1.62=1.00 C) $1.50=1.00 D) $1.57=1.00 B) A) D) C)