Suppose that $$2=$ f$1,$$$1\mathrm{.}60=1,$ and the cross$-$exchange rate is $1\mathrm{.}25=$f$1\mathrm{.}00.$lf you own a call pton on f$10\mathrm{.}00$ with a strike price of$$1\mathrm{.}50,$ you would exercise this optolat maturity if

the $$/$ exchange rate is at least $$1\mathrm{.}60/$

the $/$f exchange rate is at least $1\mathrm{.}25/$f

none of the options

the $$/$ exchange rate is at least $$1\mathrm{.}60/$f