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Consider the following information for a call option written on ABC's stock - FOR Delta = D.2063 Price : 505 - 5190 Gamma = 0

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Consider the following information for a call option written on ABC's stock - FOR Delta = D.2063 Price : 505 - 5190 Gamma = 0 0635 I - 1 = 5 days Theta = 48 7165 23 Vega = 3 2045 [ = 0 1 Tho = 1 2643 If in two days ABC's stock price has increased by $1 to 597 explain what you would expect to happen to the price of the call option

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