Suppose the current exchange rate is $1.76/, the interest rate in the United States is 5.28%, the interest rate in the United Kingdom is 3.88%, and the volatility of the $/ exchange rate is 10.4%. 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 d, is, while N is. (Round to four decimal places.) (Round to four decimal places.) Using the Black-Scholes formula d is. while N is The price of the call is $. (Round to four decimal places.)