You purchase a call option for $9.29 with 30 weeks to expiration on a stock you expect to increase in value. 0.00% The strike price of the option is $72.50 The stock is currently priced at $72.50. Its standard deviation is 39.00% It pays a 0.00% dividend. The risk-free rate is 4.00% If the stock is exactly where it is today, i.e. SO=ST,15 weeks from now, what is the change in option value as a percent (or decimal)? Use these values as a part of your calc's: N(d1)0.56349 N(d2)0.4802 35.24% 33.53% 30.68% 29.22% 32.15%