Consider the following data relevant to valuing a European-style call option on a nondividend-paying stock: X=41,RFR=10%,T= six months (i.e., 0.5 ), and =0.30. Black-Scholes option values to the nearest cent and the hedge ratio values to four decimal places. A decrease in time to expiration causes a(an) in the call value. An increase in the volatility causes a(an) in the call value. Put value: $ Time premium: \$ Consider the following data relevant to valuing a European-style call option on a nondividend-paying stock: X=41,RFR=10%,T= six months (i.e., 0.5 ), and =0.30. Black-Scholes option values to the nearest cent and the hedge ratio values to four decimal places. A decrease in time to expiration causes a(an) in the call value. An increase in the volatility causes a(an) in the call value. Put value: $ Time premium: \$