use the black-scholes formula for the following stock: time to expiration 6 months standard deviation 53% per year exercise price $43 stock price $43 annual interest rate 3% 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 $49 d. stock price $49 e. interest rate 5% select each scenario independently.
