Southwest Airlines common stock currently sells for $52.07 per share, and the standard deviation of returns is 70.17%. A call option with a strike price of $48 is currently trading on the market. The option expires in 0.15 years, and the risk-free rate of return is 3.8%. Southwest does not pay a dividend. What is the vega (V) for this put option assuming a continuous model such as the Black- Scholes model? 11.5598 6.6831 7.2498 10.0833