Boston Scientific Corporation common stock currently sells for $22.40 per share, and the standard deviation of returns is 28.72%. A call option with a strike price of $20.50 is currently trading on the market. The option expires in two months, and the risk-free rate of return is 4.0%. Boston Scientific does not pay a dividend. According to the Black-Scholes model, a decrease in Boston Scientific's stock price of $1 will lead to:

Group of answer choices

an increase in the price of the Boston Scientific call option of $0.19

a decrease in the price of the Boston Scientific call option of $0.77

an increase in the price of the Boston Scientific call option of $0.81

a decrease in the price of the Boston Scientific call option of $0.81