Suppose the current exchange rate is $1.78/, the interest rate in the United States is 5.09%, the interest rate in the United Kingdom is 4.14%, and the volatility of the $/ exchange rate is 9.8%. 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 $1.78/.

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)