Suppose the current exchange rate is1.77 DOLLARS , the interest rate in the United States is5.44% , the interest rate in the United Kingdom is 3.78%, and the volatility of the $/ exchange rate is9.2% . Use the Black-Scholes formula to determine the price of a six-month European call option on the British pound with a strike price of . The corresponding forward exchange rate is 1.77$.

a-The corresponding forward exchange rate is $/pound

b-Using the Black-Scholes formula d1 is

c-Using the Black-Scholes formula N1 is

d-Using the Black-Scholes formula d2 is

e-Using the Black-Scholes formula N2 is

f- what is the price of the call