An analyst wants to use the Black-Scholes model to value call options on the stock of Corporation based on the following data: The price of the stock is $43. The strike price of the option is $32. The option matures in 9 months. The standard deviation of the stock's returns is 0.30, and the variance is 0.09. The risk-free rate is 3%. Given this information, the analyst then calculated the following necessary components of the Black-Scholes model: d₁ = 1.3537 d₂ = 1.0939 N(d₁) = 0.91208 N(d₂) = 0.86300 N(d₁) and N(d₂) represent areas under a standard normal distribution function. Using the Black-Scholes model, what is the value of the call option?