The current price of a non-dividend-paying stock is $30. There is one period ( 3 months) left in an American put option on the stock with a strike price of $32 that expires in 6 months with u = 1.1, d = 0.9, p = 0.6010, f_uu = 0, f_ud = 2.3, and f_dd = 7.7. The risk-free rate is 8%. What will the option be worth? (round the answer two digits after decimal)