Suppose the spot and six-month forward rates on the norwegian krone are kr 5.79 and kr 5.94, respectively. the annual risk-free rate in the united states is 3.59 percent, and the annual risk-free rate in norway is 5.29 percent. using the approximation, the six-month forward rate on the norwegian krone would have to be kr/$ to prevent arbitrage. (do not round intermediate calculations. round your answer to 4 decimal places, e. g., 32.1616.)