Consider a six-month European call option on a non-dividend-paying stock. The stock price is $30, the strike price is $29, and the continuously compounded risk-free interest rate is 6% per annum. The volatility of the stock price is 20% per annum. What is price of the call option according to the Black-Schole-Merton model? Please provide you answer in the unit of dollar, to the nearest cent, but without the dollar sign (for example, if your answer is $1.02, write 1.02).