24.13. (CAS8-S04:25a] You are given the following information for a European call option on a stock: (i) Time to maturity is six months. (ii) The stock has a current price of 75. (iii) The option has a strike price of 72. (iv) The volatility of a six-month prepaid forward on the stock is 25%. (v) The continuously compounded risk-free interest rate is 0.06. (vi) The stock pays dividends of 0.75 and 1.50 after two and five months respectively. (vii) di = 0.3202 Calculate the Black-Scholes price of the call option