Taggart Transcontinental's stock has a volatility of 25% and a current stock price of $40 per share. Taggart pays no dividends and the risk-free interest rate is 4%. What is the Black-Scholes value of a one-year, at-the-money call option on Taggart stock? Calculate and explain the effect on the price of this call option due to an increase in the risk-free rate from 4% to 6%?

(Please write it out completely in formulas, not in diagrams. Please write as complete as possible.)

(The information is complete)