Using the following table, calculate the 90 day return of the U.S. investor if he invests in Canada.

Spot rate of C$	$0.81
90-day forward rate of C$	$0.79
90 day Canadian interest rate	4%
90 day U.S. interest rate	2.5%

-1.16%

-1.43%

-1.97%

-2.10%

-2.55%

-2.70%