Hi,

I've been trying to figure this question out but I couldn't. Please see attached file.

Thank you,

Dex

Suppose the current exchange rate is $1.76/pound sign, the interest rate in the United States is 5.03%, the interest r and the volatility of $/pound sign exchange rate is 9.4%. Use the Black-Scholes formula to determine the price of a s The corresponding forward exchange rate is ??? ($??pounds) Using Black-Scholes formula d1 is ?, while N1 is? Using the Black-Scholes formual d2 is?, while N2 is? The price of call is $?? Per pounds ited States is 5.03%, the interest rate in the UK is 4.16%, mula to determine the price of a six-month European call option on the British pound with a strike price o $1.6/pounds. rike price o $1.6/pounds