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Using the following prices of the pound and the euro in terms of US dollars, which answer is closest to the annualized 6-month forward premium

Using the following prices of the pound and the euro in terms of US dollars, which answer is closest to the annualized 6-month forward premium on the Euro relative to the dollar?

British Pounds

Euros

GBP/USD

EUR/USD

Spot

1.2903

1.1452

3-month forward

1.3056

1.1485

6-month forward

1.3080

1.1535

9-month forward

1.3103

1.1565

12-month forward

1.3225

1.1595

0.72%

2.74%

1.37%

2.50%

1.45%

5.00%

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