Suppose the current exchange rate is $1.76/, the interest rate in the United States is 5.48 %, the interest rate in the United Kingdom is 3.77 %, and the volatility of the $/ exchange rate is 9.3 %.Use the Black-Scholes formula to determine the price of a six-month European call option on the British pound with a strike price of $1.76/.

The corresponding forward exchange rate is $___ /. (Round to four decimal places.)

Using the Black-Scholes formula d1 is ____, while N1 is ____. (Round to four decimal places.)

Using the Black-Scholes formula d2 is ___, while N2 is ___. (Round to four decimal places.)

The price of the call is $__ /. (Round to four decimal places.)