zahzahnnn8709 zahzahnnn8709 23-05-2023 Business contestada Assume a stock trades at $95, the volatility of the stock is 36%, and the risk-free interest rate is 3.9%. What is the Vega of a $101 strike call option expiring in 249 days if the volatility of the stock increases by 1%? Please answer to 2 decimal