00 XYZ Corp wil pay a $2 per share dividend in two months. Its stock price currently is $70 per share. A call option on XYZ has an exercise price of 564 and 3-month time to expiration. The risk-free interest rate is 0.3% per month, and the stock's volatility standard deviation) - 11% per month. Find the Black-Scholes value of the American call option. (Hint: Try defining one "period as a month, rather than as a year, and think about the net-of-dividend value of each share.) (Round your answer to 2 decimal places.) Black Scholes value of the option