Question: Please answer the following question in Excel. Please show your formula references. The delta of a call option is 0.05. The current price of the

Please answer the following question in Excel. Please show your formula references.

The delta of a call option is 0.05. The current price of the call is $11.87 and the stock is at $96.91. What is the approximate price of the call if the stock price increases to $111.93? $37.86 $9.46 $31.55 $12.62 $25.24

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