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Given the following information, predict the European call option's new price after the risk free rate changes . Initial call option price = $4 Initial

Given the following information, predict the European call option's new price after the risk free rate changes.

Initial call option price = $4

Initial risk free rate = 6.7%

Rho = 10

New risk free rate = 8.0%

(required precision 0.01 +/- 0.01)

Greeks Reference Guide:

Delta = /S
Theta = /t
Gamma = (²)/(S²)
Vega = /
Rho = /r

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