6. (5 points) When there are two dividends on a stock, Black's approximation sets the value of an American call option equal to which of the following Circle the correct answer and briefly explain your choice, (a) The value of a European option maturing just before the first dividend (b) The value of a European option maturing just before the second (final) dividend (c) The greater of the values in A and B (d) The greater of the value in B and the value assuming no early exercise