An at-the-money European call option on a stock is sold on 7/31/2020 and expires on 1/31/2021. You are given: . . Stock price = $35 The stock will pay dividends of 2.50 on 9/30/2020 and 12/31/2020. A 6-month prepaid forward on the stock follows the Black-Scholes framework. The continuously-compounded risk-free interest rate is 4%. The volatility of a prepaid forward on the stock is 35%. . Calculate the price of the call option