Suppose one of your family members has inherited the rights to gas production which has recently been valued at 5.8 million. Looking at the market outlook, the value of similar gas rigs has grown by about 15% per annum with an annual standard deviation of 25%. An investor has approached to enquire from your friend about the option to buy the gas production rig for 6.2 million in the next six months. The risk-free rate of interest is 2% per annum. How much would this option be worth?