A trader seeks to calculate the price of a European-style call option with a strike price of USD 30.00 and a 6-month expiration. It is observed that a 6-month European-style put option on the identical stock with the same strike price of USD 30.00 is priced at USD 4.00. The current stock price is USD 32.00, and the stock will pay a one-time dividend of USD 0.75 per share in 3 months. Additionally, the annual continuously compounded risk-free rate stands at 3.5%. What is the closest value to the no-arbitrage price of the call option?