Price of the call option before the announcement of the dividend:
$c_{before} = S_0 \times N(d_1) - K \times e^{-rT} \times N(d_2)$

Price of the call option after the announcement of the dividend: $c_{after} = (S_0 - PV(Dividends)) \times N(d_1) - K \times e^{-rT} \times N(d_2)$

The change in the option's price is: $\Delta c = c_{after} - c_{before} = -PV(Dividends) \times N(d_1)$

Calculate the present value of the dividends (paid at 6 months and 12 months, risk-free rate = 5%): $PV(Dividends) = 3 \times e^{-0.05 \times 0.5} + 3 \times e^{-0.05 \times 1.0}$ $PV(Dividends) = 3 \times 0.97531 + 3 \times 0.95123 = 2.9259 + 2.8537 = 5.7796$

Calculate the change in price: $\Delta c = -5.7796 \times 0.7654 \approx -4.4237$

The price of the option will decrease by approximately USD 4.42.