A stock has a current price of $126.30. A European call option on the stock expires in 56 days and has an annualized volatility of the continuously compounded return on the stock of 0.78 and a continuously compounded risk-free rate of 0.0348. If volatility changes by 0.03, approximate the amount the call price is expected to change.

(Hint: Use Call Vega to answer this question)