You are creating a structed note that promises to pay a US dollar(USD) return equal to the Euro-denominated return on a European stock index. If the spot exchange rate(USD/EUR) is negatively correlated with EUR price of the index. A. The structured note will be worth the current European stock price hedged into USD at the prevailing forward exchange rate. B. The structured not will will have the same value as an otherwise identical note that pays the USD return on the foreign index. C. The structured note will be worth more than the otherwise identical note that pays the USD return on the foreign index. D. The structured note will be worth less than the otherwise identical note that pays the USD return on the foreign index.