A call option on a stock has a delta of 0.40 and a gamma of 0.10. A $0.10 rise in the price of the underlying stock will:

(a) reduce the price of the call option by $0.04

(b) reduce the delta of the call option by 0.04

(c) raise the price of an equivalent put option by $0.06

(d) raise the delta of the call option by 0.01.