Consider the Black Scholes framework. A market-maker, who delta-hedges, sells a three-month at-the-money European call option on a nondividend-paying stock. You are given: I. The continuously compounded risk-free rate is 10%. II. The current stock price is 50. III. The current call option delta is 0.61791. IV. There are 365 days in the year. If, after one day, the market-maker has zero profit or loss, determine the stock price move over the day. You are also given that the volatility of the stock is less than 100%. 0.52 0.63 0.75 0.41 1.11