The Current Stock Price Is $50,and a Put Is Priced

Multiple Choice

The current stock price is $50,and a put is priced at $3.59201.If the stock rises to $50.10,the price of the put will be $3.549152 and if the stock drops to $49.90,the price of the put will be $3.635261.If the stock jumps to $52,what is your best estimate of the new price of the put using the put's delta and gamma?

A) 2.8095
B) 2.7309
C) 2.6523
D) 4.5317