Use the Black-Scholes formula for the following stock: Time to expiration 6 months Standard deviation 418 per year $42 $42 Exercise rice Stock price Annual interest rate 7 8 Dividend 0 Recalculate the value of the call with the following changes: Time to expiration 3 months . b. Standard deviation 20% per year $50 $50 Exercise price Stock price C. d. 9 8 Interest rate . Calculate each scenario independently. (Round your answers to 2 decimal places.) Value of the Call Option . : b. C. d. e