Consider a stock with a price of $120 and a standard deviation of 20 percent. The stock will pay a dividend of $5 in 40 days and a second dividend of $5 and 130 days. The current risk-free rate is 5 percent per annum. An American call on this stock has an exercise price of $150 and expires in 100 days.

Price the American call option using the Black-Scholes Model. Show all calculations.