If the vega of a call option is ????????? = 0.2 and volatility of the price of the underlying asset increased by 1%, the put premium of a put option on the same underlying share with the same strike price and time to maturity would:

(a) Increase by 0.20.

(b) Decrease by 0.20.

(c) Increase by 0.80

(d) Decrease by 0.80