Suppose the current exchange rate is $1.82 divided by pound$1.82/, the interest rate in the United States is 5.27%, the interest rate in the United Kingdom is 4.02%, and the volatility of the $/ exchange rate is 10.7%. 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 $ 1.82 divided by pound $1.82/.

The corresponding forward exchange rate is $ ? /. (Round to four decimal places.)

Using the Black-Scholes formula d 1 is ? while N1 is? (Round to four decimal places.)

Using the Black-Scholes formula d 2 is? while N2 is? (Round to four decimal places.)

The price of the call is $ ? /pound. (Round to four decimal places.)