Suppose the spot and six-month forward rates on the Norwegian krone are NKr 9.14 and NKr 9.27, respectively. The annual risk-free rate in the United States is 3.8 percent, and the annual risk-free rate in Norway is 5.7 percent. What must the sixmonth 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., 32.16