Question: Let S = $64, s = 29%, and r = 7.5% (continuously compounded). The stock is set to pay a single dividend of $0.40 six

Let S = $64, s = 29%, and r = 7.5% (continuously compounded). The stock is set to pay a single dividend of $0.40 six months from today, with no further dividends expected this year. Use the Black-Scholes model (adjusted for the dividend) to compute the value of a one-year $60-strike European call option on the stock. Option D is correct, but how? Can you provide solution for Excel? formulas and steps or actual excel work sheet please?
		Answers:	a. $11.84
			b. $10.63
			c. $3.61
			d. $11.56
			e. $3.51

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