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2. (5 pts) For a European put option on a stock, you are given (i) The option premium is 2.00. (ii) =0.4. (iii) =0.01. (iv)

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2. (5 pts) For a European put option on a stock, you are given (i) The option premium is 2.00. (ii) =0.4. (iii) =0.01. (iv) =0.2 per year. Determine the approximate value of the put option one week later if the stock price increases by 0.25 using delta-gamma-theta approximation

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