The Following Information Is Given About Options on the Stock $\sigma$

question 4

Multiple Choice

The following information is given about options on the stock of a certain company.
S₀ = 23 X = 20
r_c = 0.09 T = 0.5
$\sigma$ ² = 0.15
No dividends are expected.
Use this information to answer questions 1 through 8.
-The call's vega is: (Due to differences in rounding your calculations may be slightly different."none of the above" should be selected only if your answer is different by more than 0.05. )

• A)-3.02
• B)0.046
• C)-0.792
• D)4.67
• E)none of the above

---

Definitions:

Unconscious

Pertaining to the part of the mind that is not currently in focal awareness and holds thoughts, memories, and desires beyond immediate consciousness.

Prosocial Behaviour

Prosocial behavior includes actions intended to benefit others, characterized by helping, sharing, or cooperating.

Population

A group of individuals of the same species living in a particular area and capable of interbreeding.

Social Support Network

People who know and care about us and who can provide back-up during a time of stress.