A Stock Is Currently Trading at $50 $- 0.4355$ And the Gamma of the Put Is 0

Multiple Choice

A stock is currently trading at $50.A three-month at-the-money European put option on the stock costs 2.178.The delta of the put is $- 0.4355$ and the gamma of the put is 0.063.Given these values,if the stock price decreases by $5.00,then the best estimate for the new value of the put is

A) $4.35$
)
B) $5.14$
)
C) $0.79$
)
D) $3.57$
)
E) Zero.