3. Problem 8-03 (Black-Scholes Model) Black-Scholes Model Assume that you have been given the following information on Purcell Industries' call options: Currentstockprice=$14Timetomaturityofoption=9monthsVarianceofstockreturn=0.16d1=0.51704d2=0.17063Strikepriceofoption=$13Risk-freerate=6%N(d1)=0.69744N(d2)=0.56774 According to the Black-Scholes option pricing model, what is the option's value? Do not round intermediate calculations. Round your answer to the nearest cent. Use only the values provided in the problem statement for your calculations