Suppose the spot and six-month forward rates on the Norwegian krone are Kr5.71 and Kr 5.86, respectively. The annual risk-free rate in the United States is 3.51 percent, and the annual risk-free rate in Norway is 5.21 percent. What would the six-month forward rate need to be on the Norweigan krone to prevent arbitrage? (Do not round intermediate calculations and round your answer to 4 decimal places, e.g. 32.1616.) Answer is complete but not entirely correct