What is the value of a call option if the underlying stock price

is $$67,$ the strike price is $$69,$ the underlying stock volatility is

$31$ percent, and the risk$-$free rate is $4$ percent? Assume the option

has $110$ days to expiration.$($Use $365$ days in a year.

Do not round intermediate calculations. Round your answer to $2$

decimal places.$)$