Compute the price of the following call option using the Black-Scholes model. Round your final answer to two decimals.

Stock price (S)	$300
Annual stock volatility (s)	40%
Risk-free rate (rf)	5%
Dividend payment occuring in six months	$5
Stock's annual cost of capital (rE)	20%
Time to expiration in years	1.00
Strike Price (K)	$ 200
S* = S - PV(DIV)
PV(K)
N(d1)
N(d2)
Black Scholes Option Price