Question: 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

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%? (show details) A) 0.20 B) 0.15 C) 0.10 D) 0.05

Please show calculation work.

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