Use the Black-Scholes formula for the following stock: Time to expiration Standard deviation Exercise price Stock price Annual interest rate Dividend 6 months 50% per year $52 $52 3% 0 Recalculate the value of the call with the following changes: a. b. C. Time to expiration Standard deviation Exercise price Stock price Interest rate 3 months 25% per year $60 $60 5% d. Select each scenario independently. (Round your answers to 2 decimal places.) Value of the Call Option a. a . c. b. d. e