As of the current date, the price of one share of stock is 50. You observe the following information about a call option on a stock: Price of one call option = 3.35 = 0.569 = 0.052 = -7.409 (per annum) Risk-free interest rate = 6% One week later, the price of the underlying stock is 53. Estimate the new price of the call option at the end of one week by using the delta-gamma- theta approximation.