In addition to the five factors discussed in the chapter, dividends also affect the price of an option. The BlackScholes option pricing model with dividends is: C = S edt N(d1) E eRt N(d2) d1 = [ln(S/E) + (R d + 2 / 2) t] / ( t) d2 = d1 t All of the variables are the same as the BlackScholes model without dividends except for the variable d, which is the continuously compounded dividend yield on the stock. A stock is currently priced at $83 per share, the standard deviation of its return is 58 percent per year, and the risk-free rate is 4 percent per year, compounded continuously. What is the price of a call option with a strike price of $79 and a maturity of six months if the stock has a dividend yield of 2 percent per year? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.) Price of call option $