When the volatility of a stock increases from 30% to 32%, the value of an option on the stock increases from $2.00 to $2.40. What is the vega of the option? $0.20 per 1% change in volatility O $0.30 per 1% change in volatility $0.40 per 1% change in volatility $0.10 per 1% change in volatility