Let S - $57,0 -29%,r-7.5%, and 8 - 2.5% (continuously compounded). Compute the Black-Scholes vega of a $55-strike European call option with 3 months until expiration. (That is, compute the approximate change in the call price given a 1 percentage point increase in O.) O a. 0.1276 O b.0.1092 OC 0.1175 O d. 0.1862 0.0.1041