Question 15.13

Part 1: Calculate the price of a 3-month European put option on a non-dividend-paying stock with a strike price of $50 when the current stock price is $50, the risk-free interest rate is 10% per annum, and the volatility is 30% per annum.

Part 2: What difference does it make to your calculations if a dividend of $1.50 is expected in 2 months?

I've seen numerous answers showing D1 in part two as 0.0414 when my own calculations get 0.0420. If someone could explain why I'm having these issues I'll upvote 100%