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:

Verified
Correct Answer:
Verified
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