Additional Problem 6 Assume that the Black-Scholes framework holds. Consider an option on a stock. You are given the following information at time 0 : (i) The stock price is S(0), which is greater than 75. (ii) The option price is 5.92. (iii) The option delta is 0.323. (iv) The option gamma is 0.015. The stock price changes to 86 . Using the delta-gamma approximation, you find that the option price changes to 6.08. Determine S(0)