Consider an option on a stock where the stock price is $30, the strike price is $29, the continuously compounded risk-free rate of return is 5% per year, the continuously compounded standard deviation of its return is 25% per year and the time to maturity is 4 months. If this stock is due to go ex-dividend in 1.5 months and paying a dividend of $0.50 then the Black-Scholes price of a European call on the stock is closest to what number?

		$2.21
		$3.11
		$4.71
		$4.01
		$5.41