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Mаth Questiоn 9: Cоnsider аn Americаn call оption on a stock. The stock price is $70, the time tomaturity is 8 months, the continuously compounded risk-free rate of interest is 10% per annum, the exercise price is $65, and the volatility is 32%. Dividends of $1 are expected in 3 months and 6 months. (a) Show that it can never be optimal to exercise the option on either of the two dividend dates. (b) Calculate the price of the option.Answer each part of the question above on paper. Once completed, select "True" below.