Use Black's (1975) approximation to calculate the price of an American call option with dividend given the following information: underlying stock price: $46 option exercise price: $43 risk-free interest rate: 5% volatility (variance) of the stock's yield: 25 two ex-dividend dates: in two months D1$0.71 in five months: D2$0.71 this option expires in six months. use derivagem to check your calculations. show what number you enter in derivagem