Assume That a $55 Strike Call Has a 1

question 2

Multiple Choice

Assume that a $55 strike call has a 1.5% continuous dividend,r = 0.05 and the stock price is $50.00.If the option has 45 days until expiration,what is the vega,given a shift in volatility from 33.0% to 34.0%?

• A) 0.20
• B) 0.15
• C) 0.10
• D) 0.05

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Definitions:

Social Isolation

A state wherein an individual experiences a lack of social connections, interactions, and relationships, often leading to feelings of loneliness and alienation.

Harlow

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Reduce Anxiety

Approaches or techniques aimed at lowering psychological distress and nervousness in individuals.