Black$-$Scholes Model

Use the Black$-$Scholes model to find the price for a call option with the following inputs: $(1)$ current stock price is $$28,(2)$ strike price is $$36,(3)$ time to expiration is $8$ months, $(4)$ annualized risk$-$free rate is $6\%,$ and $(5)$ variance of stock return is $0\mathrm{.}36.$ Do not round intermediate calculations. Round your answer to the nearest cent.

$