A stock trades for \$47 por shere. A call option on that stock has a witke price of 5S4 and an expiration date sx monthe in the future. When the volatiey of the stock's returns it 30\%, the Biack and hew much does the cal price change? Ietiatively. would you expect this to cesse the cell price to rime or fart? (Select the beit answer beion) A. The cal price will not thange with the volatiley of the wocke tefurne. 7. The cal price wilt rise with the volatity of the nock rebum c. The cul price will fall with the volatity of the stocks seturns The Black and Schoins vakue of this call ophion is 3 (Round to ene nearet cent) A stock trades for \$47 por shere. A call option on that stock has a witke price of 5S4 and an expiration date sx monthe in the future. When the volatiey of the stock's returns it 30\%, the Biack and hew much does the cal price change? Ietiatively. would you expect this to cesse the cell price to rime or fart? (Select the beit answer beion) A. The cal price will not thange with the volatiley of the wocke tefurne. 7. The cal price wilt rise with the volatity of the nock rebum c. The cul price will fall with the volatity of the stocks seturns The Black and Schoins vakue of this call ophion is 3 (Round to ene nearet cent)