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21. Consider a call/put option on a non-dividend paying stock where the current stock price is $49, the strike price $50, the risk free interest

21. Consider a call/put option on a non-dividend paying stock where the current stock price is $49, the strike price $50, the risk free interest rate is 5% per annum with continuously compounding, the time to maturity is 20 weeks and volatility is 20%. Find the Vega of call/put option

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