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assume that a $55 strike call has a 1.5% continuous dividend, r = .05 and the stock price is $50. If the option had 45
assume that a $55 strike call has a 1.5% continuous dividend, r = .05 and the stock price is $50. If the option had 45 days until expiration, what is the vega, given a shift in volatility from 33% to 34%
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