In addition to the five factors, dividends also affect the price of an option. The Black- Scholes Option Pricing Model with dividends is: C = Sxe-dt X N (d) - Exe-Rix N (de) di = [In(S/E) + (R-d + o2/2) > t] (ox Vt) d2 = di cox vt All of the variables are the same as the Black-Scholes model without dividends except for the variable d, which is the continuously compounded dividend yield on the stock. A stock is currently priced at $80 per share, the standard deviation of its return is 53 percent per year, and the risk-free rate is 5 percent per year, compounded continuously. What is the price of a call option with a strike price of $76 and a maturity of six months if the stock has a dividend yield of 3 percent per year? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.)