Question 7 3 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. Now, instead suppose the stock price changes by five times as much as it changed in the previous question (this still happens in one hour). How should the call option price change? The call option price change is less than five times as large (as in the previous question). The call option price change is more than five times as large (as in the previous question). The call option price change is exactly five times as large (as in the previous question). Not enough information is given to determine. Question 7 3 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. Now, instead suppose the stock price changes by five times as much as it changed in the previous question (this still happens in one hour). How should the call option price change? The call option price change is less than five times as large (as in the previous question). The call option price change is more than five times as large (as in the previous question). The call option price change is exactly five times as large (as in the previous question). Not enough information is given to determine