According to the Black-Scholes-Merton model adjusted for dividends, the underlying stock price $S$ is reduced by the present value of the dividends ($PVD$) when pricing the option.

First, let's calculate the present value of the expected dividends. The dividends are USD 3 each, paid at the end of month 6 ($t_1 = 0.5$ years) and month 12 ($t_2 = 1.0$ year). We continuously discount these cash flows at the risk-free rate of 5% ($r = 0.05$): $PVD = D_1e^{-rt_1} + D_2e^{-rt_2}$ $PVD = 3 \times e^{-0.05 \times 0.5} + 3 \times e^{-0.05 \times 1.0}$ $PVD = 3 \times e^{-0.025} + 3 \times e^{-0.05}$ $PVD = 3 \times 0.97531 + 3 \times 0.95123 = 2.9259 + 2.8537 = 5.7796$

The change in the European call option's price ($\Delta c$) due to the dividend announcement equals the negative of the Present Value of Dividends multiplied by the Delta of the option before dividends (which relates directly to $N(d_1)$ if we hold $N(d_1)$ constant per the prompt's assumption): $\Delta c = -PVD \times N(d_1)$ $\Delta c = -5.7796 \times 0.7654 \approx -4.4237$

Therefore, the price of the call option will decrease by approximately USD 4.42.