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The Vega of the stock options owned by CEO of Starbucks is 7. The Vega of the stock options owned by CEO of Panera Bread
The Vega of the stock options owned by CEO of Starbucks is 7. The Vega of the stock options owned by CEO of Panera Bread is 8. When volatility increase by 2% from 0.35 to 0.37, the options owned by CEO of Starbucks will ___ in value; the options owned by CEO of Panera Bread will ___ in value.
A. decrease by 0.13, decrease by 0.17
B. increase by 0.14, increase by 0.16
C. increase by 0.13, increase by 0.17
D. decrease by 0.14, decrease by 0.16
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