You are considering purchasing a call option on a stock with a current price of $$30\mathrm{.}34.$ The exercise price is $$32\mathrm{.}27,$ and the price of the corresponding put option is $$3\mathrm{.}1.$ According to the put$-$call parity theorem, if the risk$-$free rate of interest is $6\mathrm{.}1\%$ and there are $139$ days until expiration, what is the value of the call? $($Hint: Use $365$ days in a year.$)$ Please answer as four decimal places