Suppose a $60 strike call has 45 days until expiration and pays a 1.5% continuous dividend. Assume S = $58,50,5 -0.25, and r=0.06. The call price acccording to the Black-Scholes formula is $1.533. What is the option elasticity given an immediate price increase of $1.50? 24,61 O 16.30 14.61 09.61