Help, please! Many Thanks.

A non-dividend-paying stock has a price is $20 with volatility of 20%. The continuously compounded risk-free rate is 6%.

a)Use the Black-Sholes-Merton model to find the price of a 12-month European call option on the stock

with a strike price of $20.

b)What would be the price of a 12-month American call option with the same strike price if the stock were

expected to pay a $2 dividend in 4 months and another $2 dividend in 10 months?