In addition to the five factors, dividends also affect the price of an option. The Black$-$Scholes option pricing model with dividends is:

C$=$S$\backslash$times e$$dt$\backslash$times N$($d$1)$E$\backslash$times e$$Rt$\backslash$times N$($d$2)$

d$1=[$ln$($S$/$E$)+($R$$d$+\backslash$sigma $2/2)\backslash$times t$]/(\backslash$sigma $\backslash$times t$)$

d$2=$d$1\backslash$sigma $\backslash$times t$$

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 $$83$ per share, the standard deviation of its return is $58$ percent per year, and the risk$-$free rate is $4$ percent per year, compounded continuously. What is the price of a call option with a strike price of $$79$ and a maturity of six months if the stock has a dividend yield of $2$ percent per year? $($Do not round intermediate calculations and round your answer to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$