If the Vega of an option is equal to 2, then If the volatility increases by 2 percent, the call price will increase by 0.04 percent If the volatility increases by 2 percent, the call price will increase by 2 percent 00 If the volatility increases by 2 percent, the option price will increase by 0,04 dollars If the volatility increases by 2 percent, the option price will increase by 2 dollars