Question: The current spot exchange rate is $1.54 = 1.00 and the three-month forward rate is $1.60 = 1.00. Consider a three-month American call option on

The current spot exchange rate is $1.54 = 1.00 and the three-month forward rate is $1.60 = 1.00. Consider a three-month American call option on 62,500. For this option to be considered at-the-money, the strike price must be

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