Assume that you have been given the following information on Purcell Industries' call options:   Current stock price = $14 Strike price of option = $13 Time to maturity of option = 9 months Risk-free rate = 6% Variance of stock return = 0.16   d1 = 0.51704 N(d1) = 0.69744 d2 = 0.17063 N(d2) = 0.56774   According to the Black-Scholes option pricing model, what is the option's value?

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