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11. Vega: An option is priced at $3.20 and has a vega of .10. If the implied volatility of the option is 25%, what would

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11. Vega: An option is priced at $3.20 and has a vega of .10. If the implied volatility of the option is 25%, what would it be if the volatility of the underlying increases by 1%

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