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 $ _____/. (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)