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 10% 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 $2. (Round d1 and d2 to two decimal points). Show your calculations.