The stock of Splish Brothers is currently trading for $40 and will either rise to $53 or fall to $37 in one month. The risk-free rate for one month is 1.5 percent. What is the value of a one-month call option with a strike price of $40? (Round intermediate calculations to 4 decimal places, e.g. 1.2514 and final answer to 2 decimal places, e.g. 15.25.) Value of a call option is $enter the dollar value of the call option rounded to 2 decimal places .