Use the Black-Scholes formula for the following stock: Time to expiration Standard deviation Exercise price Stock price Annual interest rate Dividend 6 months 45% per year $47 $47 5% 0 Recalculate the value of the call with the following changes: a. b. C. d. Time to expiration Standard deviation Exercise price Stock price Interest rate 3 months 25% per year $55 $55 7% e. Select each scenario independently. (Round your answers to 2 decimal places.) Value of the Call Option a. Cfalls to b. Cfalls to C. Cfalls to d. Crises to e. Crises to