Suppose the current exchange rate is $ 1.80 divided by pound$1.80/?, the interest rate in the United States is 5.25%?, the interest rate in the United Kingdom is 4.00 %, and the volatility of the? $/ exchange rate is 10.0%. 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 $ 1.80.

The corresponding forward exchange rate is ?$_______/pound. ?(Round to four decimal? places.) Using the? Black-Scholes formula d1 is _________ while Upper N1 is ___________. ?(Round to four decimal? places.) Using the? Black-Scholes formula d 2d2 is ________, while Upper N 2N2 is ________. ?(Round to four decimal? places.) The price of the call is ?$_________/pound. ?(Round to four decimal? places.)