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-de x N (d) - Ex e-R1 x N (d) di = in(S/E) + (R-d + o/2) t] (ox V) dz = dj - ox Vi 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 $87 per share, the standard deviation of its return is 42 percent per year, and the risk-free rate is 6 percent per year, compounded continuously What is the price of a call option with a strike price of $83 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