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Question 15 5 pts 15. Consider an at-the-money European call option on a nondividend-paying stock. You are given: The option will expire in one year

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Question 15 5 pts 15. Consider an at-the-money European call option on a nondividend-paying stock. You are given: The option will expire in one year The stock is currently trading at S = $100 The volatility is o = = 0.50 The risk-free annual continuously compounded interest rate r = 2% Compute numerical values for the option's vega. Please round your answer to the nearest hundredth (round to 2 decimal places). Vega = ao

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