Find the input d₁ of the Black-Scholes price of a six-month call option written on 100,000 with a strike price of $1.00 = 1.00. The current exchange rate is $1.25 = 1.00; The U.S. risk-free rate is 5% over the period and the euro-zone risk-free rate is 4%. The volatility of the underlying asset is 10.7 percent.

Find the input d₁ of the Black-Scholes price of a six-month call option on Japanese yen. The strike price is $1 = 100. The volatility is 25 percent per annum; r_$ = 5.5% and r = 6%. PLEASE SHOW STEP BY STEP