For a $1-$year European call option on a stock:

$($i$)$ The stock's price follows the Black$-$Scholes framework.

$($ii$)$ The stock's $1-$year forward price is $60.$

$($iii$)$ The strike price is $55.$

$($iv$)$ The annual volatility of a prepaid forward on the stock is $0\mathrm{.}3.$

$($v$)$ The stock pays a dividend of $1$ every $3$ months, with the first dividend paid immediately after the call option is written. The dividend at the end of one year is paid before the option may be exercised.

$($vi$)$ The continuously compounded risk$-$free interest rate is $0\mathrm{.}04.$

Determine the price of the call option.