A stock trades for $42 per share. A call option on that stock has a strike price of $51 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 $3.82. Now assume, the volatility of the stock's returns is 53%, 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?