XYZ Corporation will pay a \$2 per share dividend in two months, its stock price currently is $80 per share. A European call option on XYZ has an exercise price or $75 and 3-month time to expiration. The risk-free interest rate is 0.95% per month, and the stock's volatility (standard deviation) =18% 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