Current stock price =$15 Time to maturity of option =3 months Variance of stock return =0.12 d1=1.49039d2=1.31719 Strike price of option =$12 Risk-free rate =8% N(d1)=0.93194N(d2)=0.90611 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