Use the Black-Scholes formula for the following stock: Time to expiration Standard deviation Exercise price Stock price Annual interest rate Dividend 6 months 44% per year $ 46 $ 46 4% 0 Recalculate the value of the call with the following changes: 3 months 20$ per year . b. C. d. e. Time to expiration Standard deviation Exercise price Stock price Interest rate $52 $52 68 Select each scenario independently. (Round your answers to 2 decimal places.) Value of the Call Option b c