You purchase a call option for $3.62 with 20 weeks to expiration on a stock you expect to increase in value.0.00%The strike price of the option is $35.00 The stock is currently priced at $35.00. Its standard deviation is 39.00% It pays a 0.00% dividend. The risk-free rate is 4.00% If the stock is exactly where it is today, i.e. S0 = ST, 10 weeks from now, what is the change in option value as a percent (or decimal)? Use these values as a part of your calc's: N(d1) 0.55191 N(d2) 0.48383