XYZ Corporation will pay a $2 per share dividend in two months. Its stock price currently is $85 per share. A European call option on XYZ has an exercise price of $75 and 3-month time to expiration. The risk-free interest rate is 0.70% per month, and the stock's volatility (standard deviation) =21% 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