Homework Chapter 21 Saved Help Save & Exit Submit 20 Check my work 6 Use the Black-Scholes formula for the following stock: 10 points Time to expiration Standard deviation Exercise price Stock price Annual interest rate Dividend 6 months 45% per year $47 $47 5% 0 eBook Recalculate the value of the call with the following changes: Print b. Time to expiration Standard deviation Exercise price Stock price Interest rate 3 months 25% per year $55 $55 7% References d. e. Calculate each scenario independently. (Round your answers to 2 decimal places.) Value of the Call Option a. b. c. d. e