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Consider a European call option on stock when there are ex-dividend dates in to two months and four months. The dividend on each dividend date

Consider a European call option on stock when there are ex-dividend dates in to two months and four months. The dividend on each dividend date is expected to be 0.50. Current price of share is $40, the exercise price is $40, the stock volatility is 30% pa., the Rf =9%pa., and the time to maturity is six months, calculate the option price using Black Scholes model.

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