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Let: $\frac{dy}{dx}=y$ and $y\left(1\right)=1$.

Which of the following is closest to the error in the calculation of $y\left(1.4\right)$ if Euler's Method is used a step size of $\Delta x=0.2$?

$0.05$

$0.1$

$0.5$

$2.5$