Question: Please answer the following question in Excel. Please show your formula references. A stock is currently trading at $90.82. A three-month at-the-money European put option

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

A stock is currently trading at $90.82. A three-month at-the-money European put option on the stock costs 8.51. The delta of the put is 0.07 and the gamma of the put is 0.007. Given these values, if the stock price decreases by $5.12, what is the best estimate for the new value of the put? $22.4 $8.96 $6.72 $17.92 $26.88

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