The Yield on a 1-Year Bill in the Euro Is

The yield on a 1-year bill in the Euro is 6%, and the present exchange rate is 1 Euro = U.S. $1.19. If you expect the exchange rate to be 1 Euro = U.S. $1.14 a year from now, the return a U.S. investor can expect to earn by investing in Euro bills is

A) 1.55%.
B) 0%.
C) 8%.
D) −0.42%.
E) None of the options are correct.