What is the price of an American call option that is expected to pay a dividend of $3 in three months with the following parameters? s0 = $40 d = $3 in 3 months k = $42 r = 10% sigma = 20% T = 0.5 years (required precision 0.01 +/- 0.01) 1.03 1.18 margin of error +/- 0.01