Suppose the current exchange rate is $ 1.77 divided by pound $1.77/, the interest rate in the United States is 5.41 % 5.41%, the interest rate in the United Kingdom is 4.12 % 4.12%, and the volatility of the $/ exchange rate is 10.3 % 10.3%. Use the Black-Scholes formula to determine the price of a six-month European call option on the British pound with a strike price of $ 1.77 divided by pound $1.77/.

The corresponding forward exchange rate is $________________ / pound . (Round to four decimal places.)