Use the Black-Scholes formula for the following stock: Time to expiration Standard deviation Exercise price Stock price Annual interest rate Dividend 6 months 43% per year $58 $58 2% Recalculate the value of the call with the following changes: Time to expiration Standard deviation Exercise price Stock price Interest rate 3 months 30% per year $63 $63 4% Calculate each scenario independently. (Round your answers to 2 decimal places.) Value of the Call Option a. C falls to b. C falls to c. C falls to d. C rises to e. [C rises to 5.14 5.17 7.56