Use the Black$-$Scholes model to find the price for a call option with the following inputs: $(1)$ current stock price is $$32,(2)$ strike price is $$38,(3)$ time to expiration is $6$ months, $(4)$ annualized risk$-$free rate is $7\%,$ and $(5)$ variance of stock return is $0\mathrm{.}09.$ Do not round intermediate calculations. Round your answer to the nearest cent.