A stock trades for $42 per share. A call option on that stock has a strike price of $52 and an expiration date twelve 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 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? Intuitively, would you expect this to cause the call price to rise or fall? (Select the best answer below.) A. The call price will rise with the volatility of the stock's returns. B. The call price will fall with the volatility of the stock's returns. XC. The call price will not change with the volatility of the stock's returns. The Black and Scholes value of this call option is $ 4.00. (Round to the nearest cent.) The call price changes by $ 0.18". (Round to the nearest cent.)