A. For a European call option on a stock, you are given: (1) The stock's price is 40. (ii) The call premium is 2.74 (iii) A = 0.62 (iv) r-0.015. Determine the approximate value of the call if the stock's price increases to 42 instantaneously. B-For a European put option on a stock, you are given: (6) The stock's price is 50. (ii) The put premium is 1.84 (iii) A = -0.42 (iv) T = 0.014. Determine the approximate value of the put if the stock's price increases to 52 instantaneously