Suppose the current exchange rate is 1.8241, the interest rate in the United States is 5.41% , the interest rate in the United Kingdom is 4.05% , and the volatility of the $/ exchange rate is 10.1% . 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 1.8241

1) The corresponding forward exchange rate is $____ (Round to four decimal places.)

2) Using the Black-Scholes formula d1 is ____, while N1 is ______ (Round to four decimal places.)

3) Using the Black-Scholes formula d2 is ____, while N2 is_______ (Round to four decimal places.)

4) The price of the call is $______(Round to four decimal places.)