You are an option trader for a Wall Street firm and have been asked to quote a price on a European call option for 100 shares of Volatile, Inc., which pays no dividends. The option is to expire in 9 months with a strike price of $16. The current price of Volatile shares is $15, the 9-month risk free rate is 8% (annualized), and the variance of the stocks return (to be used in option pricing) is 0.36. Your trusty Black-Scholes pricing spreadsheet goes down before you can fully price the option and all that you noticed was N(d₂) = .394141. You just saw that a put option, also on Volatile, with the same expiration and strike price was just quoted in the market at $3.11604. Assuming the market price is correct, what price should you quote for the call option?