Time to expiration Standard deviation Exercise price Stock price Annual interest rate Dividend 6 months 52% per year $53 $53 2% 0 Recalculate the value of the call with the following changes: a. b. C. d. Time to expiration Standard deviation Exercise price Stock price Interest rate 3 months 30% per year $57 $57 4% e. Select each scenario independently. (Round your answers to 2 decimal places.) Answer is not complete. Value of the Call Option $ 5.08 X a. C falls to b. Cfalls to $ 3.92 C. Cfalls to d. Crises to e. Crises to