A stock trades for $45 per share. A call option on that stock has a strike price of $52 and an expiration date nine months in the future. When the volatility of the stock's feturns is 30%, the Black and Scholes value of the option is $382 Now assume, the volatility of the stock's teturns is 58%, and the risk-free rate is 2%. 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 perce will not change with the volatily of the stock's returns. B. The call price will rise with the volatility of the stock's returns C. The call price will fall with the volatility of the stock's returns