6.4.6. (Stock paying discrete dividends II) Assume the Black-Scholes framework. You are given: (i) The current stock price is $82. (ii) The stock's volatility is 30%. (iii) The stock pays no dividends. (iv) The continuously compounded risk-free interest rate is 8%. Using the above information, you calculate the price of a 3-month 80-strike European call. Immediately after your valuation, it is publicly announced that the stock will pay a dividend of $6 in 1 month, and no other payouts over the life of the call. Using the Black- Scholes methodology with the same volatility parameter of 30%, you recalculate the price of the call. Calculate the change in the price of the call