Use the Black$$Scholes formula to find the value of the following call option.

Note: Do not round intermediate calculations. Round your final answer to $2$ decimal places.

Time to expiration $1$ year.

Standard deviation $40\%$ per year.

Exercise price $$58.$

Stock price $$58.$

Interest rate $4\%($effective annual yield$).$

Now recalculate the value of this call option, but use the following parameter values. Each change should be considered independently.

Note: Do not round intermediate calculations. Round your final answers to $2$ decimal places.

Time to expiration $2$ years.

Standard deviation $50\%$ per year.

Exercise price $$68.$

Stock price $$68.$

Interest rate $6\%.$