(10 points) In this chapter, assume the log-normal model. Unless otherwise stated, assume no arbitrage opportunities The current spot price of a stock is $32.00, the expected rate of return of the stock is 7.3%, and the volatility is 15%. The risk-free rate is 3.6%. Compute the price of a derivative whose payoff in 13 months is In(SS) + $0.537 Where S denotes the stock price in 13 months. Enter your solution as a dollar value, including dollar symbol ($), to two decimal places