Suppose the current exchange rate is $1.80/, the interest rate in the United States is 5.25%, the interest rate in the United Kingdom is 4.00%,

and the volatility of the $/ exchange rate is 10.0%. 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 $1.80/.

The corresponding forward exchange rate is:

Using the Black-Scholes formula d1 is__, while N1 is___.

Using the Black-Scholes formula d2 is__, while N2 is___.

The price of the call is__.