Use the Black$-$Scholes formula to find the price of a European call option on a dividend paying stock when the stock price is $ $60,$ the strike price is $$60,$ the risk

free interest rate is $5\%$ per annum, the volatility is $20\%$ per annum and the time to

maturity is $1$ year. There will be just one dividend payment at $t=1$ year in the amount

of $$1.($Round $d1$ and $d2$ to two decimal points$).$ Show your calculations