Assume the Black-Scholes framework. You are given: The current price of a nondividend-paying stock is $43. The volatility of the stock is 20%. The continuously compounded risk-free interest rate is 5%. Consider a 5-month at-the-money European put option on the stock. Suppose a change in the stock price occurs which causes the price of the put option to rise by $0.25. Use the delta-gamma approximation to estimate the new stock price. Assume the Black-Scholes framework. You are given: The current price of a nondividend-paying stock is $43. The volatility of the stock is 20%. The continuously compounded risk-free interest rate is 5%. Consider a 5-month at-the-money European put option on the stock. Suppose a change in the stock price occurs which causes the price of the put option to rise by $0.25. Use the delta-gamma approximation to estimate the new stock price