Black-Scholes Model Assume that you have been given the following information on Purcell Industries: Current stock price = $15 Strike price of option = $14 Time to maturity of option = 6 months Risk-free rate = 8% Variance of stock return = 0.13 d1 = 0.554981 N(d1) = 0.710546 d2 = 0.30003 N(d2) = 0.617923 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. $