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For a European call 9 months to maturity, d1 is 0.2729. The option is written on a stock expecting a dividend in 3 months. The

For a European call 9 months to maturity, d1 is 0.2729. The option is written on a stock expecting a dividend in 3 months. The strike price is 40 and the current stock price is 40.56. The risk-free rate is 10.08% P.A. and the volatility is 29.56% p.a. What dividend is the stock expected to pay?

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