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Question 42 Consider the following short put option: Years to expiration = 4.21 Risk-free rate = 1.54% Volatility = 95.0% Underlying asset market price Strike

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Question 42 Consider the following short put option: Years to expiration = 4.21 Risk-free rate = 1.54% Volatility = 95.0% Underlying asset market price Strike price = $1.00 $13.00 What is the Vega of this position? Please answer this question to four decimal

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