Use the Black-Scholes formula for the following stock: Time to expiration Standard deviation Exercise price Stock price Annual interest rate Dividend 6 months 41% per year $42 $42 78 0 Recalculate the value of the call with the following changes: b. Time to expiration Standard deviation Exercise price Stock price Interest rate d. 3 months 20% per year $50 $50 98 Select each scenario independently. (Round your answers to 2 decimal places.) Value of the Call Option Cfalls to b. Cfalls to c. falls to d. Crises to e. Cres to Prev