Use the Black-Scholes formula for the following stock:

Time to expiration: 6 months

Standard deviation: 43% per year

Exercise price: $58

Stock price: $58

Annual interest rate: 2%

Dividend: 0

Recalculate the value of the call with the following changes. Select each scenario independently. (Round your answers to 2 decimal places.):

		Call Value Change Direction (up/down)	New Call Value
Time to expiration	3 months
Standard deviation	30% per year
Exercise price	$63
Stock price	$63
Interest rate	4%