Consider a call option on a non$-$dividend$-$paying stock where the stock price is $$47,$ the strike price is $$56,$ the risk$-$free rate is $0\mathrm{.}02$ as a decimal, the volatility is $0\mathrm{.}2$ as a decimal, and the time to maturity is $0\mathrm{.}2$ years. What is the option$$s vega?