Assume that you have been given the following information on Purcell Corporation's call options: Inputs Intermediate Calculations Current stock price - $14 di 1.09206 d2 0.91886 Time to maturity of option 3 months Variance of stock return = 0.12 Strike price of option = $12 Risk-free rate 8% N(01) = 0.86260 N(02) = 0.82091 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.