* 10 22 2 10 Consider a call option C on a non-dividend-paying stock. The stock price S = 100; The time to maturity T-0.5; The volatility o0,3; ; d1 = 0,8232, Question: What is the Vega I of the option? 18.69 20.10 39.58 70.16 0 * 10 22 2 10 Consider a call option C on a non-dividend-paying stock. The stock price S = 100; The time to maturity T-0.5; The volatility o0,3; ; d1 = 0,8232, Question: What is the Vega I of the option? 18.69 20.10 39.58 70.16 0