Use the Black$-$Scholes formula for the following stock:

Time to expiration $6$ months

Standard deviation $53\%$ per year

Exercise price $$43$

Stock price $$43$

Annual interest rate $3\%$

Dividend $0$

Recalculate the value of the call with the following changes:

a$.$ Time to expiration $3$ months

b$.$ Standard deviation $25\%$ per year

c$.$ Exercise price $$49$

d$.$ Stock price $$49$

e$.$ Interest rate $5\%$

Select each scenario independently.

Note: Round your answers to $2$ decimal places. What is the new value of each call option?

a$.)$ C falls to $\_\_$

b$.)$ C falls to $\_\_$

c$.)$ C falls to $\_\_$

d$.)$ C rises to $\_\_$

e$.)$ C rises to $\_\_$