Please figure out the 'Theta' (from the 'Greeks') of the following call option using the BS options pricing model. The call option has the following parameters: Time to maturity: 1 month Stock price: $25 Strike price: $25 Risk-free rate: 3% Volatility: 40% What is the 'Theta' or daily time-decay of the above option? HINT: Remember, there are 252 days in a trading year, so each passing day shrinks time by 1/252.