Assume that the Black- les framework holds. The current price of Stock X is $80. Stock X pays continuously compounded dividends at a rate of 3%. A European call option on Stock X has a strike price of $70 and expires in 9 months. The value of the European call option on Stock X is $16.05. The current price of Stock Y is $118.48. Stock Y pays continuously compounded dividends at a rate of 1.3%. The volatility of Stock Y is equal to the volatility of Stock X. A European call option on Stock Y has a strike price of $105 and expires in 9 months. Calculate the value of the European call option on Stock Y.