Assume you have been given the following information on Purcell Industries: Current stock price = $14 Strike price of option = $12 Time to maturity of option = 2 months Risk-free rate = 6% Variance of stock return = 0.14 d1 = 0.24166 N(d1) = 0.57946 d2 = 0.071 N(d2) = 0.48882 According to the Black-Scholes option pricing model, what is the option's value? Round your answer to the nearest cent