Problem $31-10$ Exchange Rates and Arbitrage Suppose the spot and six$-$month forward rates on the Norwegian krone are Kr $5\mathrm{.}89$ and Kr $6\mathrm{.}04,$ respectively. The annual risk$-$free rate in the United States is $3\mathrm{.}69$ percent, and the annual risk$-$free rate in Norway is $5\mathrm{.}39$ 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$.32\mathrm{.}1616.)$ Answer is complete but not entirely correct.