Please solve for A and B.

Please explain your reasoning.

Please show your work.

Consider a 6-month European call option on a stock that pays dividends. There are two ex- dividend dates: one in 1 month and the other in 4 months. The expected dividend in 1 month is $0.60 and the expected dividend in 4 months is $0.65. The current share price is $45, the exercise price is $45, the risk-free interest rate is 8% per annum, and the stock-price volatility is 35% per annum. a) Use the BSM Excel spreadsheet to calculate the price of the call option. Along with the answer, please provide all the inputs you used in the spreadsheet to calculate the option price. b) What would the implied volatility be if the call price were $5.25. Use the data from part a). Along with the answer, please provide all the inputs you used in the spreadsheet to calculate the implied volatility. Consider a 6-month European call option on a stock that pays dividends. There are two ex- dividend dates: one in 1 month and the other in 4 months. The expected dividend in 1 month is $0.60 and the expected dividend in 4 months is $0.65. The current share price is $45, the exercise price is $45, the risk-free interest rate is 8% per annum, and the stock-price volatility is 35% per annum. a) Use the BSM Excel spreadsheet to calculate the price of the call option. Along with the answer, please provide all the inputs you used in the spreadsheet to calculate the option price. b) What would the implied volatility be if the call price were $5.25. Use the data from part a). Along with the answer, please provide all the inputs you used in the spreadsheet to calculate the implied volatility