Use the Black-Scholes formula for the following stock: 6 months 52% per year Time to expiration Standard deviation Exercise price Stock price Annual interest rate Dividend $53 $53 2% Recalculate the value of the call with the following changes: es 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.) Value of the Call Option b. c d. e