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Use the Black-Scholes formula for the following stock: Time to expiration Standard deviation Exercise price Stock price Annual interest rate Dividend 6 months 42% per

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Use the Black-Scholes formula for the following stock: Time to expiration Standard deviation Exercise price Stock price Annual interest rate Dividend 6 months 42% per year $45 $45 2% Recalculate the value of the call with the following changes: Deus Time to expiration Standard deviation Exercise price Stock price Interest rate 3 months 30% per year $53 $53 5% Calculate each scenario independently. (Round your answers to 2 decimal places.) Value of the Call Option

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