Assume That the German Mark Spot Rate Is $0

Multiple Choice

Assume that the German mark spot rate is $0.5891 and the six-month forward rate is $0.5971. Also, assume that the six-month Eurodollar rate is 6%.
-You paid $0.1 for a one-year European call option for £1 with the strike price of $1.7/£.At which exchange rates on the maturity date will you exercise your option?

A) Less than $1.7/£
B) Less than $1.8/£
C) More than $1.7/£
D) More than $1.8/£