The first few answers are complete. Please answer the last couple.

Using the Black/Scholes Option Pricing Model, calculate the value of the call option given:

S= 85; X=95; T=6 months; Standard Dev.=0.6; Rf=10%

What is the intrinsic value of the call?_____$10________

If the exercise price would decrease, the value of the call would __increase_________?

If the time to maturity were 3-months instead of six months, the value of the call would _$7.20__________?

If the stock price where $65, the value of the call would __$4.02_________?

What is the maximum value and minimum value that a call can take? Why?

What increase in price does the stock have to achieve in order to break-even? ___________

What is the time value of the call option?____________

If you buy a bottom-straddle what strategy are you trying to use?