Suppose the current exchange rate is $1.80/pound. 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 $/pound 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/pound. The corresponding forward exchange rate is $/pound. (Round to four decimal places.) Using the Black-Scholes formula d_1 is, while N_1 is (Round to four decimal places.) Using the Black-Scholes formula d_2 is, while N_2 is. (Round to four decimal places.) The price of the call is $/pound. (Round to four decimal places.)