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: a. Time to expiration b. Standard deviatiorn c. Exercise price d. e Interest rate 3 months 25% per year $56 $56 7% Stock price Calculate each scenario independently. (Round your answers to 2 decimal places.) Value of the Call Option b. d