Consider an American call option when the stock price is \\( \\$ 33 \\), the exercise price is \\( \\$ 35 \\), the time to maturity is six mohths, the volatility is \30 per annum, and the risk-free interest rate is \8 per annum. Two equal dividends of \\( \\$ 1.20 \\) are expected during the life of the option, with ex-dividend dates at the end of three months and five months. Use Black's annorvimnt:- 1 to value the option, and enter your result to 3 decimal places