Suppose the spot and six-month forward rates on the Norwegian krone are Kr 5.73 and Kr 5.88, respectively. The annual risk-free rate in the United States is 3.53 percent, and the annual risk-free rate in Norway is 5.23 percent. Using the approximation, the six-month forward rate on the Norwegian krone would have to be Kr/S to prevent arbitrage.(Do not round intermediate calculations and round your answer to 4 decimal places, e.g., 32.1616.)