$xYZ$ Corporation will pay a $$2$ per share dividend in two months. Its stock price currently is $$88$ per share. A European call option on

$xYZ$ has an exercise price of $$80$ and $3-$month time to expiration. The risk$-$free interest rate is $0\mathrm{.}50\%$ per month, and the stock's

volatility $($standard deviation$)=23\%$ per month. Find the Black$-$Scholes value of the option. $($Hint: Try defining one "period" as a month,

rather than as a year, and think about the net$-$of$-$dividend value of each share.$)$

Note: Round your answer to $2$ decimal places.

Black$-$Scholes value of the option