A stock trades for $$$$42$ per share. A call option on that stock has a strike price of $$$$50$ and an expiration date six months in the future. When the volatility of the$$ stock's returns is$30\%,$ the Black and Scholes value of the option is$$ $$3\mathrm{.}82.$ Now$$ assume, the volatility of the$$ stock's returns is $41\%,$ and the$$ risk$-$free rate is $3\%.$ Intuitively, would you expect this to cause the call price to rise or$$ fall? By how much does the call price$$ change?