In addition to the five factors, dividends also affect the price of an option. The Black- Scholes Option Pricing Model with dividends is: C = Sxe-de x N (di) - Ex e-Rix N (d) di = [In(SIE) + (R - d + o/2) xt] (o x Vt) dz = di-ox Vi All of the variables are the same as the Black-Scholes model without dividends except for the variable d, which is the continuously compounded dividend yield on the stock. A stock is currently priced at $84 per share, the standard deviation of its return is 44 percent per year, and the risk-free rate is 3 percent per year, compounded continuously. What is the price of a call option with a strike price of $80 and a maturity of six months if the stock has a dividend yield of 3 percent per year? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g. 32.16.) ces Price of call option