A 3-year bond carrying 3.5% annual coupon and $100-par is callable at par 1 year and 2 years from today. Calculate the value of the call option under the forward rate curve below. 1-year spot rate: 1.3%; 1-year rate 1 year from now: 2.4%; 1-year rate 2 years from now: 3.0%. Assume annual compounding. Round your answer to 2 decimal places (nearest cent). It is possible that an option is worth nothing under certain sets of forward rate curve assumptions.