A stock trades for$$$$42$per share. A call option on

that stock has a strike price of$$$$51$and an expiration

date$$six$$months in the future. When the volatility of

the$$stock$\text{'}$s returns is$30\%,$ the Black and Scholes value

of the option is$$$$3\mathrm{.}82.$ Now$$assume$,$ the volatility of

the$$stock$\text{'}$s returns is$53\%,$and

the$$risk$-$free rate is$3\%.$Intuitively$,$ would you

expect this to cause the call price to rise or$$fall$?$ By how

much does the call price$$change$?$