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Part II. Greeks. Questions 6-14. ABC stock has price $71.40 at noon, and currently pays no dividend. Consider a six-month European-style call on ABC stock.

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Part II. Greeks. Questions 6-14. ABC stock has price $71.40 at noon, and currently pays no dividend. Consider a six-month European-style call on ABC stock. The call has price = 4.55, delta = 0.45, theta = -6.00/year, gamma = .026. Suppose the stock price changes to $72.5 in one hour. What should be the (new) price of the call option

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