Use the Black-Scholes formula for the following stock: Time to expiration Standard deviation Exercise price Stock price Annual interest rate Dividend 6 months 479 per year $59 $59 4% 0 Recalculate the value of the call with the following changes: Time to expiration 3 months b. Exercise price $67 Select each scenario independently. (Round your answers to 2 decimal places.) Value of the Call Option a. b