Consider an American perpetual call option C(S), where the underlying Spays continuous dividend. Assume the constant continuous dividend yield is Do = 0.04, the volatility is o=0.2, the bank interest rate is r=0.05, and the strike price is E = 10.00. What is the value of C(s) if (i) S = 11.00 and (ii) S = 15.00? Give your answer correct to 2 significant figures. Consider an American perpetual call option C(S), where the underlying Spays continuous dividend. Assume the constant continuous dividend yield is Do = 0.04, the volatility is o=0.2, the bank interest rate is r=0.05, and the strike price is E = 10.00. What is the value of C(s) if (i) S = 11.00 and (ii) S = 15.00? Give your answer correct to 2 significant figures