Question: 2. Assume that a $55 strike Call has a 1.5% continuous dividend, r = 5% and the stock price is $50.00. If the option has

2. Assume that a $55 strike Call has a 1.5% continuous dividend, r = 5% and the stock price is $50.00. If the option has 45 days until expiration, what is the option vega (in the unit of $/%) given a shift in stock volatility from 33.0% to 34.0%

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