The current price of a stock is 300. The volatility is of the stock price is 50% per annum. There is a dividend of $15 to be paid in 3 months (assuming that the ex-dividend date is the same as the dividend payment date). The continuously compounded risk-free rate is 5% per annum. What is the price of a six-month call option with a strike price of $290 based on the Black-Scholes-Merton model?

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