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

Denoting the forward exchange rate as f_t^t+1, the expected future exchange rate as Ee_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, the equations (1) e_t = [(1 + r*/(1 + r) ](Ee_t+1) and (2) e_t = [(1 + r*) /(1 + r) ](f_t^t+1) :

A) represent the (1) covered and (2) uncovered interest parity conditions, respectively.
B) are equivalent in all respects.
C) represent the (1) uncovered and (2) covered interest parity conditions, respectively.
D) represent the (1) spot and (2) forward exchange markets, respectively.