use the black-scholes formula for the following stock: time to expiration 6 months standard deviation 49% per year exercise price $60 stock price $60 annual interest rate 5% dividend 0 recalculate the value of the call with the following changes: a. time to expiration 3 months b. standard deviation 25% per year c. exercise price $64 d. stock price $64 e. interest rate 7% select each scenario independently