You are given the following information about a stock and European call and put options on this stock: i) The current stock price is 50. ii) The stock pays dividends continuously at a rate proportional to its price. The dividend yield is 3%. iii) The strike price is 55. iv) The time to maturity is one year. v) Aput = -0.50 and I put 0.03. vi) The continuously compounded risk-free interest rate is 5%. Calculate the approximate change in the value of the call if the stock's price decreases to 49 instanta- neously You are given the following information about a stock and European call and put options on this stock: i) The current stock price is 50. ii) The stock pays dividends continuously at a rate proportional to its price. The dividend yield is 3%. iii) The strike price is 55. iv) The time to maturity is one year. v) Aput = -0.50 and I put 0.03. vi) The continuously compounded risk-free interest rate is 5%. Calculate the approximate change in the value of the call if the stock's price decreases to 49 instanta- neously