Q6. Stock ABC is currently trading at $100 and the dividend yield is 3%. The current risk-free rate is 5% and the volatility of the stock is 30%. Suppose the volatility suddently increase to 40% due to a sudden impact to the firm's business. How will that affect the price of a call option with a strike price of $120 and a time to maturity of 0.5 year. The call option price will go up by $1.67 The call option price will go up by $2.35 The call option price will go down by $1.67 The call option price will go down by $2.35