单选题
编号：2692079
1. Consider the following foreign exchange and interest rate information:
·Spot rate: 1.3382 USD/EUR.
·One year riskless USD rate = 2.5%.
·One year riskless EUR rate = 3.5%.
The one-year arbitrage-free forward exchange rate is closest to:
- A.1.2391 USD/EUR.
- B.1.3253 USD/EUR.
- C.1.3513 USD/EUR.