Use the Black-Scholes formula for the following stock: Time to expiration 6 months Standard deviation 50% per year Exercise price $50 Stock price $50 Annual interest rate 3% Dividend 0 Recalculate the value of the call with the following changes: a. Time to expiration 3 months b. Standard deviation 25% per year c. Exercise price $55 d. Stock price $55 e. Interest rate 5% Select each scenario independently. (Input all amounts as a positive value. Round your answers to 2 decimal places.)