An options trader wants to price a European-style call option on a stock with a strike price of USD 30.00 and a time to maturity of 6 months. The trader observes that the current price of a 6-month, USD 30.00 strike price, European-style put option on the same underlying stock is USD 4.00. The current stock price is USD 32.00. A special one-time dividend of USD 0.75 per share is expected in 3 months. The continuously compounded risk-free rate for all maturities is 3.5% per year. Which of the following is closest to the no-arbitrage value of the call option?