You purchase a call option for $5.23 with 30 weeks to expiration on a stock you expect to increase in value. 0.00% The strike price of the option is $40.00 The stock is currently priced at $40.00. Its standard deviation is 39.00% It pays a 0.00% dividend. The risk-free rate is 5.00% If the stock is exactly where it is today, i.e. SO=ST,15 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)0.56891 N(d2)0.48569 26.29% 29.37% 30.98% 27.94% 23.98%