P =	current price of the stock	91.51
X =	strike price	96.51
r(RF) =	known risk-free rate	1.00%
t =	time to maturity	0.5 yr.
=	std deviation of stock price	0.49

a. Use the Black-Scholes Model to calculate the price for this call option.

b. Recalculate the option price based on each of the following new parameters (for a total of 3 new prices): 1) Add $5 to X; 2) increase r(RF) to 5%; 3) Add 0.25 to the standard deviation. Which of the 3 changes had the largest effect on the option price? Briefly explain why this might be the case.