Use the Black-Scholes formula to calculate today's value of a call option, based on the following: The call option's strike price is $60. The expiration date is six months from now. Stock shares can be purchased for $64 a share in today's market. The risk-free rate is 3 percent per year, compounded continuously. The standard deviation of the annual stock returns is 0 percent. (Do not round intermediate calculations and round your final answer to 2 decimal places, e.g., 32.16.)