A stock trades for $46 per share. A call option on that stock has a strike price of $54 and an expiration date fwelve 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 volatlity of the stock's returns is 44%, 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 fall with the volatisty of the stock's returns: B. The cail price will not change with the volatily of the stock's returns. C. The call price will nise with the volatity of the stock's returns