Use the Black$-$Scholes formula to find the value of a call option based on the following inputs. Refer Cumulative normal distribution Table. $($Do not round intermediate calculations. Round your final answer to $2$ decimal places.$)$

Stock price $ $59$

Exercise price $ $65$

Interest rate $8\%$

Dividend yield $4\%$

Time to expiration $0\mathrm{.}5$

Standard deviation of stock$$s returns $26\%$

call value $=??$