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.)