Denoting the Forward Exchange Rate as F_t^t+1, the Spot Exchange

Denoting the forward exchange rate as f_t^t+1, the spot exchange rate as e_t, r as the domestic rate of return on assets, and r* as the foreign rate of return on assets, then the covered interest parity condition is:

A) e_t = [(1 + r*) /(1 + r) ](f_t^t+1)
B) e_t = [(1 + r) /(1 + r*) ](f_t^t+1)
C) e_t = [(1 + r) /(1 + r*) ] + (f_t^t+1)
D) (f_t^t+1) = [(1 + r*) /(1 + r) ]e_t