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Snyder purchased a call option on a stock (non-dividend). The time to maturity is 0.4 years. The stock price is $49, the strike price is

Snyder purchased a call option on a stock (non-dividend). The time to maturity is 0.4 years. The stock price is $49, the strike price is $56, the risk-free rate is 0.03 as a decimal, and the volatility is 0.1 as a decimal. What is the gamma of the option, rounded to three decimal places?

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