XYZ Corp. will pay a $2 per share dividend in two months. Its stock price currently is $64 per share. A call option on XYZ has an exercise price of $58 and 3-month time to expiration. The risk-free interest rate is 0.7% per month, and the stock's volatility (standard deviation) = 8% 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.) Round your answer to 2 decimal places.) Black-Scholes value of the option