80. The Vega of the stock of Amazon is 5. If the volatility of the underlying asset increases by 2 percent, what will be the changes in the price of the call option and put option if the maturity and exercise prices of both options are the same? A. The price of the call option increases by 0.05 and the price of the put option increases by 0.05 B. The price of the call option decreases by 0.05 and the price of the put of put option decreases by 0.05 C. The price of the call option decreases by 0.05 and the price of the put of put option increases by 0.05 D. The price of the call option increases by 0.05 and the price of the put of put option decreases by 0.05