A$.$ Use the Black$$Scholes formula to find the value of the following call option. Note: Do not round intermediate calculations. Round your final answer to $2$ decimal places.

Time to expiration $1$ year.

Standard deviation $40\%$ per year.

Exercise price $$68.$

Stock price $$68.$

Interest rate $4\%($effective annual yield$).$

B$.$ Now recalculate the value of this call option, but use the following parameter values. Each change should be considered independently. Note: Do not round intermediate calculations. Round your final answers to $2$ decimal places.

B$1.$Time to expiration $2$ years.

B$2.$ Standard deviation $50\%$ per year.

B$3.$ Exercise price $$78.$

B$4.$ Stock price $$78.$

B$5.$ Interest rate $6\%.$

C$.$ In which case did increasing the value of the input not increase your calculation of option value?