Use the Black-Scholes model to value call options on the stock of a Corporation based on the following data:

The price of the stock is $43.

The strike price of the option is $32.

The option matures in 9 months.

The standard deviation of the stock's returns is 0.30, and the variance is 0.09.

The risk-free rate is 3%.

Given this information, the analyst then calculated the following necessary components of the Black-Scholes model:

d1 = 1.3537

d2 = 1.0939

N(d1) = 0.91208

N(d2) = 0.86300 N(d1) and N(d2) represent areas under a standard normal distribution function. Using the Black-Scholes model, what is the value of the call option?