Multiple Choice
Assume that a $55 strike call has a 1.5% continuous dividend,r = 0.05 and the stock price is $50.00.If the option has 45 days until expiration,what is the vega,given a shift in volatility from 33.0% to 34.0%?
A) 0.20
B) 0.15
C) 0.10
D) 0.05
Correct Answer:
Verified
Correct Answer:
Verified
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