A stock trades for $46 per share. A call option on that stock has a strike price of $55 and an expiration date nine months in the future. When the volatilify of the stocK's returns is 30%, the Btack and Scholes value of the option is $3.82. Now assume, the volatlity of the stock's returns is 57%, and the risk-free rate is 6%. Intulively, would you expect this to cause the call price fo 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 not change with the volatility of the slock's returns B. The call price will rise with the volatily of the stocks returns. C. The call price will fal with the volathity of the stock's retums. The Black, and Scholes vatue of this call option is 5 (Round to the nearest cent) The catl price changes by 5 (Round to the nearest cont)