Assume that you have been given the following information on Purcell Corporation's call options: Inputs Current stock price = $12 Time to maturity of option = 9 months Variance of stock return = 0.15 Strike price of option = $12 Risk-free rate = 8% $ Intermediate Calculations d = 0.34659 d = 0.01118 N(d) = 0.63555 N(d) = = 0.50446 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 calculations.