Suppose the spot and six$-$month forward rates on the Norwegian krone are NKr $9\mathrm{.}14$ and NKr $9\mathrm{.}27,$ respectively. The annual risk$-$free rate in the United States is $3\mathrm{.}8$ percent, and the annual risk$-$free rate in Norway is $5\mathrm{.}7$ percent. What must the six$-$month forward rate be to prevent arbitrage?

Note: Do not include the Norwegian krone sign $($NKr$).$ Do not round intermediate calculations and round your answer to $2$ decimal places, e$.$g$.,32\mathrm{.}16.$