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An option has a delta of 0.573, a gamma of 0.029, a theta of -0.029, a vega of 0.107, and a rho of 0.19. If

An option has a delta of 0.573, a gamma of 0.029, a theta of -0.029, a vega of 0.107, and a rho of 0.19. If the volatility (annualized standard deviation) of the underlying asset changes by 13.1%, then how much is the option's price predicted to change?

Correct answer is 1.40

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