The current price of a non-dividend-paying stock is $333. The implied volatility of a 1-month European call option with strike price $340 is 0.45. The implied volatility of a 1-month European put option with strike price $330 is 0.46. Using interpolation for the volatility, compute the price of a 1-month European call with strike price $335. The risk free interest rate is 1% per year with continuous compounding. Report a decimal and keep 3 digits after the decimal point