A stock trades for $45 per share. A call option on that stock has a strike price of $50 and an expiration date one year in the future. The volatility of the stocks return is 30%, and the risk-free rate is 2%. What is the Black and Scholes value of this option? Repeat the analysis assuming that the volatility of the stocks return is 40%. Intuitively, would you expect this to cause the call price to rise or fall? By how much does the call price change?