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3, A stock has a current price of $115.80. A European call option on the stock expires in ten weeks and has N(d1) 0.33. If

3, A stock has a current price of $115.80. A European call option on the stock expires in ten weeks and has N(d1) 0.33. If volatility changes by 0.03, approximate the amount the call price is expected to change. Call vega = a 2r

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