please do not copy the answer from others on Chegg, I think that is incorrect.

4. A stock is about to pay a dividend. You are given (i) The stock's current price is 110. (ii) The stock pays dividends of 2 quarterly. (iii) The continuously compounded risk-free rate is 0.05. Consider an European call optionon the stock expiring in 4 months with strike price 100. An European put option with the same conditions is worth 3.87. Determine the value of the European call option. (Hint: The forward price for a stock with dividends is given by F(t, T) = St-(Present Value of Dividens) Dividens are paid at time 0 and in a 3 month)