Use the Black-Scholes formula to find the value of the following call option. Note: Do not round intermediate calculations. Round your final answer to 2 decimal places. Time to expiration 1 year. Standard deviation 40% per year. Exercise price $52. Stock price $52. Interest rate 4% (effective annual yield). Now recalculate the value of this call option, but use the following parameter values. Each change should be considered independently. Note: Do not round intermediate calculations. Round your final answers to 2 decimal places. Time to expiration 2 years. Standard deviation 50% per year. Exercise price $62. Stock price $62. Interest rate 6%