Calculate, using the Black-Scholes formula, the value of a call option given the follow- ing information: = 7% = 90 days = $50 Interest rate Time to expiration Stock price Exercise price = $45 Standard deviation = 0.4 What is the price of the put using the same information? Using the information change in inputs by recalculating the call value if a. The interest rate doubles to 14 percent, but all other values remain the same. b. The standard deviation doubles to 0.8, but all other values remain the same. c. Which change causes the greatest change in the value of the call? What can you infer from this? determine the sensitivity of the call value to a