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Black-Scholes Model Assume that you have been given the following information on Purcell Industries: Current stock price = $12 Strike price of option = $11 Time to maturity of option = 6 months Risk-free rate = 8% Variance of stock return = 0.13 d1 = 0.625655 N(d1) = 0.734229 d2 = 0.370704 N(d2) = 0.644571 According to the Black-Scholes option pricing model, what is the option's value? Round your answer to the nearest cent.

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