Question: 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? 29

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? 29 Not yet Marked Flag Select one: O a. The value of a European option maturing just before the first dividend O 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

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