To determine the value of a European-style 1-year call option for company CzC's stock using the Black-Scholes-Merton model, consider that CzC will distribute a dividend of USD 0.50 per share one month from now, on the ex-dividend date, with no other dividends expected for the following year. Use the information provided in the accompanying table, which includes the current stock price, stock volatility, the risk-free interest rate, the exercise (strike) price, and the cumulative distribution function values for d1 and d2.