Using the Black$/$Scholes Option Pricing Model, calculate the value of the call option given:

S$=70$; X$=80$; T$=3$ months; $=\mathrm{.}49$; Rf $=10\%$

What is the intrinsic value of the call? What stock price is necessary to break$-$even? If volatility were to increase, the value of the call would $\_\_\_\_\_\_\_\_\_\_\_?$ If the exercise price would increase, the value of the call would $\_\_\_\_\_\_\_\_\_\_\_?$ If the time to maturity were $6-$months, the value of the call would $\_\_\_\_\_\_\_\_\_\_\_?$ If the stock price were $$62,$ the value of the call would $\_\_\_\_\_\_\_\_\_?$ What is the maximum value that a call can take? Why? please solve this problem without just posting excel sheets.