Say stock prices are modeled using a 1-period binomial tree, with the period being 6 months. The initial stock price is 50, and the possible ending stock prices are 68 or 36.

For a European call option on the stock that expires in 6 months, the strike price is 52. The continuously compounded risk-free interest rate is 6%.

Determine the change in the premium for the call option if the continuous dividend rate for the stock increases from 0% to 2%