Roslin Robotics stock has a volatility of 30% and a current stock price of $63 per share. Roslinpays no dividends. The risk-free interest is 4%. Determine the Black-Scholes value of a one-year,at-the-money call option on Roslin stock. what is the impact on the value of this call option of each of the following changes (evaluated separately and expressed as a percentage of the original call value)?

a.the stock price increased by $1 to $64

b. the volatility of the stock goes up by 1% to 31%

c. the interest rate goes up by 1% to 5%

d. one month elapses, with no other change.

e. the firm announces a $1 dividend, paid immediately