First calculate the delta of the following option. Then use this delta to ESTIMATE the new price of a European call option if the stock price increases by $4. The option has the following the following initial parameters: s0 = $40 k = $44 r = 10% sigma = 20% T = 0.75 years (required precision 0.01 +/- 0.01) Greeks Reference Guide: Delta = /S Theta = /t Gamma = (2)/(S2) Vega = / Rho = /r