Consider a European-style call option on a stock with a strike price of USD 25.00 and a 6-month maturity period. Given the following details:

• A 6-month European-style put option on the same stock with a USD 25.00 strike price costs USD 3.00.
• The stock is currently priced at USD 26.00.
• A one-time dividend of USD 1.00 will be paid in 3 months.
• The continuously compounded risk-free interest rate is 5% per annum.

Which of the following values is most accurate for the call option?