its an American call option

Question 4 Consider an American call option on a share. The share price is R70, the time to maturity is eight months, the risk-free interest rate is 10% per annum, the exercise price is R65, and the volatility is 32%. Dividends of Rl are expected after three months and six months. Show that it can never be optimal to exercise the option on either of the two dividend dates. Calculate the price of the option