An underlying asset price is at 100, its annual volatility is 25% and the risk free interest rate is 5%. A European call option has a strike of 85 and a maturity of 40 days. Its BlackScholes price is 15.52. The options sensitivities are: delta = 0.98; gamma = 0.006 and vega

What is the delta-gamma-vega approximation to the new option price when the underlying asset price changes to 105 and the volatility changes to 28%?

A. 17.33 B. 18.75 C. 19.23 D. 20.54