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A 6-month American call option on a stock has a strike price of 99. Suppose r=0.04 and =0.3. The stock will pay a dividend at

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A 6-month American call option on a stock has a strike price of 99. Suppose r=0.04 and =0.3. The stock will pay a dividend at the end of third month. If its price is 100 after paying dividend, it is optimal to exercise the option before the dividend payment. Determine the dividend

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