Solved

When the Volatility of an Option Increases from 30% to 32

Question 11

Multiple Choice

When the volatility of an option increases from 30% to 32% the value of the option increases from $2.00 to $2.40. What is the vega of the option


A) 0.20 dollars per %
B) 0.50 dollars per %
C) 0.80 dollars per %
D) 2.00 dollars per %

Correct Answer:

verifed

Verified

Unlock this answer now
Get Access to more Verified Answers free of charge

Related Questions