A Stock Is Trading at $24 $\approx 0.004$ Years)causes the Value of the Put To,approximately,
A)Fall By

Multiple Choice

A stock is trading at $24.A three-month European put option with a strike of $35 costs $10.855 and has a theta of 1.735.The passage of one trading day ( $\approx 0.004$ years) causes the value of the put to,approximately,

A) Fall by $0.004$
)
B) Fall by $0.007$
)
C) Fall by $0.043$
)
D) Rise by $0.007$
)