Suppose the Exchange Rates Are as Follows: Assume Interest

Suppose the exchange rates are as follows: 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) 2.73 percent
B) 2.87 percent
C) 2.94 percent
D) 3.10 percent
E) 3.52 percent