Use the Black-Scholes formula for the following stock: Time to expiration Standard deviation Exercise price Stock price Annual interest rate Dividend 6 months 55% per year $51 $51 5% @ Recalculate the value of the call with the following changes: b. c. d. e. Time to expiration Standard deviation Exercise price Stock price Interest rate 3 months 25% per year $56 $56 7% Calculate each scenario independently. (Round your answers to 2 decimal places.) Value of the Call Option b. c. Ed. Be . arch a 9