XYZ Corporation will pay a $$2$ per share dividend in two months. Its stock price currently is $$65$ per share. A European call option on XYZ has an exercise price of $$55$ and $3-$month time to expiration. The risk$-$free interest rate is $0\mathrm{.}55\%$ per month, and the stock$$s volatility $($standard deviation$)=14\%$ 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.