On July $6^{th},$ the dividend yield on the stock is $2\mathrm{.}7\%.$ The stock is priced at $$165\mathrm{.}13.$ Rework the call option expiring on October $16$ th with a strike price of $$165,$ using the yield$-$based dividend adjustment procedure. The standard deviation of the continuously compounded return on the stock is $21$ percent.