Please show step by step work (not in excel):

What is the call option premium given the following information? What would happen to the call price if the company initiated and paid a dividend before the expiration of the option? What would happen to the call premium if the expiration of the option expanded beyond the current 9 months?

Stock price	$36.00
Strike price	$30.00
Volatility	16%
Dividend Yield	0.00
Time	0.75
Riskfree Rate	2.70%