Use the Black-Scholes formula for the following stock: Time to expiration Standard deviation Exercise price Stock price Annual interest rate Dividend 6 months 60% per year $57 $57 3% 0 Recalculate the value of the call with the following changes: a. b. c. d. e. Time to expiration Standard deviation Exercise price Stock price Interest rate 3 months 25% per year $64 $64 6% Select each scenario independently. (Round your answers to 2 decimal places.) Value of the Call Option a. Cfalls to b. C falls to c. Cfalls to d. C falls to e. Cfalls to