A Consider a European call option with the following information 6 months 32.13% 6=3213% Time to expiration Standard deviation Exercise price Stock price Interest rate Dividends 105 100 5% No (E=106 S=100 4.1 Use Black-Scholes and compute the value of this call option. (6%) 4.2 If this call option is actually selling at 9, what happens to the implied volatility - increase, decrease, or no change? And why so? Assume no changes to other variables. (3%)