Which of the following plots represents the Black-Scholes Vega of a Euro- pean call with a strike of 100, with r = 3% per annum and o = 25% per annum 0.04 0.03 0.02 150 140 120 100 80 0.5 0.5 20 40 0 60 SIL) C 0.5 1.5 150 1.5 1.5 100 0. 500 0.5 0 0 3000 2000- 1000 150 100 0.5 0 0 Which of the following plots represents the Black-Scholes Vega of a Euro- pean call with a strike of 100, with r = 3% per annum and o = 25% per annum 0.04 0.03 0.02 150 140 120 100 80 0.5 0.5 20 40 0 60 SIL) C 0.5 1.5 150 1.5 1.5 100 0. 500 0.5 0 0 3000 2000- 1000 150 100 0.5 0 0