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Use the Black-Scholes formula for the following stock: Time to expiration 6 months Standard deviation Exercise price Stock price 548 per year $54 $54 Annual

Use the Black-Scholes formula for the following stock: Time to expiration 6 months Standard deviation Exercise price Stock price 548 per year $54 $54 Annual interest rate 48 Dividend 0 Recalculate the value of the call with the following changes: Time to expiration 3 months . b. Standard deviation 20% per year $60 $60 Exercise price Stock price C. d. Interest rate 6 8 . Calculate each scenario independently. (Round your answers to 2 decimal places.) Value of the Call Option C falls to . b. C falls to c. C falls to d. C rises to C rises to

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