can you please do all 3 parts

this is actually the problem that needs to be solved

A stock trades for $43 per share. A eall option on that stock has a strike price of $51 and an expiration dase twelve 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 volatility of the stock's retums is 41%, and the risk-free rato is 4%. Intuitively, would you expect this to cause the call price to tise or fal? By how much does the call price change? Intuitively, would you expect this to cause the call price to rise or fall? (Solect the best answer below.) A. The call price wil not change with the volatility of the stock's retums. 8. The call price wil nise with the volatility of the stock's returns. c. The call price wil tall whth the volatity of the stock's returns. A stock trades for 545 per share. A call option on that stock has a strike price of $50 and an expiration date three months in the future, When the volatity of the stock's returns is 30%, the Black and Scholes value of the option is $3.82. Now assume, the volatility of the stock's returns is 56%, and the risk-free rate is 5%. Intuikively, would you expect this to cause the call price to rise or fall? By how much does the call price change? intulitively, would you expect this to cause the call price to rise or fall? \{Select the best answer below.) A. The call price will rise with the volatilify of the stock's retams. 8. The call price will not change with the volatily of the stock's returns. c. The call price will fall with the volablity of the stock's retums. The Black and Scholes value of this call option is $5 (Round to the nearest cent.)