$($f$)$ Let F be the efficient $($properly$)$ priced future price and S$\text{'}=$ E$[$S$]=$ S$,$ i$.$e$.,$ the realized $$/$ in one$-$year is equal to what you expected given the interest rate differential. What kind of interest rate parity is violated and why if the transaction $($and expected outcome$)$ described in $($e$)$ is realized?

Covered interest rate parity is violated as F $=$ S$.$

Covered interest parity is violated as high$-$yielding currencies on average weaken, but may reverse unexpectedly.

Covered interest rate parity is violated as F $>>$ S$.$

Uncovered interest rate parity is violated as F $=$ S$.$