Please do not round intermediate calculations, thank you!

4. Problem 18.04 (Black-Scholes Model) eBook Assume that you have been given the following information on Purcell Industries: Current stock price = $13 Exercise price of option = $13 Time until expiration of option = 6 months Risk-free rate - 6% Variance of stock price = 0.07 di = 0.25390 d2 = 0.06682 N(di) = 0.50021 Nd) - 0.52664 Using the Black-Scholes Option Pricing Model, what is the value of the option? Round intermediate calculations to 4 decimal places. Round you answer to the nearest cent. $ 1.16