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The spot exchange rate in dollars per euro is $1.31. Dollar denominated interest rates are 4.0% and euro denominated interest rates are 3.0%. What is

The spot exchange rate in dollars per euro is $1.31. Dollar denominated interest rates are 4.0% and euro denominated interest rates are 3.0%. What is the difference in call and put option prices given a 2-year option and a $1.34 strike price?

A) -$0.1041

B) -$0.0652

C) $0.1233

D) $0.1546

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