Use the Black-Scholes formula for the following stock: Time to expiration 6 months 41% per year $42 $42 7% Standard deviation Exercise price Stock price Annual interest rate Dividend Recalculate the value of the call with the following changes: Time to expiration Standard deviation Exercise price Stock price 3 months 20% per year $50 $50 a. b. c. Interest rate e. 9% Calculate each scenario independently. (Round your answers to 2 decimal places.) Value of the Call Option a. b. C. d. e