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11. Which of the following options (on the same expiry) has the largest vega when the stock is trading at 100? a. Put of the

11. Which of the following options (on the same expiry) has the largest vega when the stock is trading at 100? a. Put of the 120 strike b. Call of the 120 strike c. Put on the 100 strike d. Call on the 80 strike C

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