Assume that you have been given the following information on Fiore Industries: Current stock price = $15 Exercise price of option = $15 Time until expiration of option = 6 months Risk-free rate: = 7% Variance of stock price = 0.1 d1 = 0.26833 d2 = 0.04472 N(d1) = 0.60578 N(d2) = 0.51784 Using the Black-Scholes option pricing model, what is the value of the option? Round intermediate calculations to 4 decimal places. Round you answer to the nearest cent. $