. What is the price of a European call option on a dividend-paying stock when the stock price is $100, the log-return volatility is 20% per annum, and the dividend yield on the index is 4% per annum with continuous compounding, the time to maturity is three months, the strike price is $100, and the risk-free interest rate is 8% per annum with continuous compounding? (*You can use the Normal distribution table at the last page if you need it.) $__________?