Let $F$ be a non-Archidean local field of characteristic 0, and $\zeta_n$ the set of $n$-th roots of unity in the algebraic closure of $F$. Assume $\zeta_n\subseteq F$. Let $\chi:F^\times\to\mathbb{C}^\times$ be a character on $F$.
Is it true that $\chi$ has an $n$-th root (i.e. there exists a character $\mu$ such that $\chi=\mu^n$) if and only if $\chi$ is trivial on $\zeta_n$?
I vaguely remember that this is true when $n=2$. But is it true for general $n$? If so, how does one prove it?