Suppose the current exchange rate is $1.77 / , the interest rate in the United States is 5.31%, the interest rate in the United Kingdom is 4.14%, and the volatility of the $/ exchange rate is 9.4%. 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 $1.77 /. The corresponding forward exchange rate is $ 1.5275 /. (Round to four decimal places.) Using the Black-Scholes formula dy is - 2.1835, while Ny is (Round to four decimal places.) Using the Black-Scholes formula d, is -2.2499, while N, is (Round to four decimal places.) The price of the call is $. (Round to four decimal places.)