Suppose the current exchange rate is $1.84 divided by pound$1.84/, the interest rate in the United States is 5.11%, the interest rate in the United Kingdom is 3.98%, and the volatility of the $/ exchange rate is 10.9%. 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 $ 1.84 divided by pound$1.84/.

The corresponding forward exchange rate is:

Using the Black-Scholes formula d1 is__ while N1 is__

The price of the call is: ___