10.3. Suppose that the price of a nondividend paying stock is 25, and the price of a put option on this stock is 3.29. You also know that A = -0.32 and I = 0.13. Estimate the new value of the put if the stock's value changes to 23.10.3: This is an application of the a F Approximation. In this case, E = 2. P{t, 23) a pg, 25) + (0.32)[2) + (\"'13) (2)2 T 10.4. Suppose that we have the same framework as the problem #10.3. In addition, the theta value is # = -0.26, and the price change occurs over the course of two weeks. Estimate the value of the put after two weeks