Assume a stock trades at $$95,$ the volatility of the stock is $36\%,$ and the risk$-$free interest rate is $3\mathrm{.}9\%.$ What is the Vega of a $$101$ strike call option expiring in $249$ days if the volatility of the stock increases by $1\%?$ Please answer to $2$ decimal places. answer is $\mathrm{.}31$ please explain why