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A European put has current price 23 with Greeks as in the table below. The current stock price is 90. Estimate the value of

A European put has current price 23 with Greeks as in the table below. The current stock price is 90. Estimate the value of the put if the stock price increases to 100 after 6 months, using the Delta-Gamma-Theta approximation. Delta Gamma Theta Vega Rho -0.34 0.0057 -3.39 46.12-107.33 Psi 61.43

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