XYZ Corporation will pay a $2 per share dividend in two months. Its stock price currently is $72 per share. A European call option on XYZ has an exercise price of $65 and 3-month time to expiration. The risk-free interest rate is 0.35% per month, and the stocks volatility (standard deviation) = 12% 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