Suppose the current exchange rate is $177/2, the interest rate in the United States is 5.08%, the interest rate in the United Kingdom is 4 23%, and the volatility of the exchange rate is 10.4% Use the Black Scholes formula to determine the price of a six month European call option on the Betish pound with a strike price of $1.77/ $ The corresponding forward exchange rate is $. {Round to four decimal places) Using the Black-Scholes formula d, s, while Ny is (Round to four decimal places.) Using the Black-Scholes formula d, s, while Ny is - (Round to four decinat places.) The price of the call is $ (Round to four decimal places) Suppose the current exchange rate is $1.77 /, the interest rate in the United States is 5,08%, the interest rate in the United Kingdom is 4 23%, and the volatility of the S/E exchange rate is 10.4%. 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 $177/ The corresponding forward exchange rate is $ (Round to four decimal places) Using the Black Scholes formula dels while N, is (Round to four decimat places) Using the Black Scholes formula dy is while N, is (Round to four decimal places.) The price of the calls $ (Round to four decimal place)