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Below are the Greeks for a call option Price 17.78836 Delta 0.4655 Gamma 0.00749 Theta -92.9113 Vega 70.2602 Rho 26.8723 How much will the call

Below are the Greeks for a call option

Price 17.78836

Delta 0.4655

Gamma 0.00749

Theta -92.9113

Vega 70.2602

Rho 26.8723

How much will the call premium change if the volatility increases by 10 percentage points?

Rounded it to two decimals

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