Use the Black-Scholes formula for the following stock: Time to expiration Standard deviatiorn Exercise price Stock price Annual interest rate Dividend 6 months 46% per year $48 $48 6% Recalculate the value of the call with the following changes: a. Time to expiration b. Standard deviation 3 months 30% per year $56 $56 8% Exercise price d. stock price e. Interest rate Calculate each scenario independently. (Round your answers to 2 decimal places.) Value of the Call Option a. C falls to b. C falls to c. C falls to d. (C rises to e. C rises to