Assume that you have been given the following information on Purcell Corporation's call options: Inputs Intermediate Calculations Current stock price = $16 d1 = 0.75038 Time to maturity of option = 6 months d2 = 0.48580 Variance of stock return = 0.14 N(d1) = 0.77349 Strike price of option = $14 N(d2) = 0.68645 Risk-free rate = 6% According to the Black-Scholes option pricing model, what is the option's value? Do not round intermediate calculations. Round your answer to the nearest cent. Use only the values provided in the problem statement for your calculations.