Suppose the spot and six-month forward rates on the Norwegian krone are NKr 5.87 and NKr 6.02, respectively. The annual risk-free rate in the United States is 3.67 percent, and the annual risk-free rate in Norway is 5.37 percent. Using the approximation, what would the six-month forward rate on the Norwegian krone have to be to prevent arbitrage?

Note: Do not include the Norwegian krone sign (NKr). Do not round intermediate calculations and round your answer to 4 decimal places, e.g., 32.1616.