Suppose the current exchange rate is 1.83, the interest rate in the United States is 5.47% , the interest rate in the United Kingdom is 3.94% , and the volatility of the $/ exchange rate is 10.8% . 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 . Question content area bottom

Part 1 The corresponding forward exchange rate is $ enter your response here/. (Round to four decimal places.) Part 2 Using the Black-Scholes formula is enter your response here, while is enter your response here. (Round to four decimal places.)

Part 3 Using the Black-Scholes formula is enter your response here, while is enter your response here. (Round to four decimal places.)

Part 4 The price of the call is $ enter your response here/. (Round to four decimal places.