Suppose the spot and six-month forward rates on the Norwegian Krone are kr 5.72 and Kr 5.87, respectively. The annual risk-free rate in the United States is 3.52 percent, and the annual risk-free rate in Norway is 5.22 percent. Using the approximation, the six-month forward rate on the Norwegian krone would have to be kr/$ to prevent arbitrage. (Do not round intermediate calculations and round your answer to 4 decimal places, e.g., 32.1616.)