Use the Black$-$Scholes model to find the price for a call option with the following inputs: $(1)$ current stock price is $$32,(2)$ strike price is $$36,(3)$ time to expiration is $3$ months, $(4)$ annualized risk$-$free rate is $5\%,$ and $(5)$ variance of stock return is $0\mathrm{.}25.$ Do not round intermediate calculations. Round your answer to the nearest cent.

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