What is the price of an American call option that is expected to pay a dividend...

What is the price of an American call option that is expected to pay a dividend of $1 in three months with the following parameters?

s0 = $40
d = $1 in 3 months
k = $42
r = 10%
sigma = 20%
T = 0.5 years

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jeff jeffy answered 1 year ago

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