Assume the Spot Rate on the Pound Is £

Assume the spot rate on the pound is £.5920 and the 6-month forward rate is £.5929. Also assume interest rate parity holds and the current six-month risk-free rate in the United States is 3.1 percent. What must the six-month risk-free rate be in Great Britain?

A) 3.25 percent
B) 2.87 percent
C) 2.94 percent
D) 3.10 percent
E) 3.52 percent