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Suppose there is one year until the expiration date, the stock price S = 100 and 1 1 1 d2 = 0.4, 1 V2T =

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Suppose there is one year until the expiration date, the stock price S = 100 and 1 1 1 d2 = 0.4, 1 V2T = 0.2. V21 Then what is the value of vega using PE ? (Hint: enter the exact number)

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