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  3. consider a put option with a vega of 4.4. if the v

Consider a put option with a vega of 4.4. If the volatility goes from 21%...

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Accounting

Consider a put option with a vega of 4.4. If the volatility goes from 21% up to 22%, this will

A.

decrease the value of the option by about 0.044.
B.

increase the value of the option by about 0.044.
C.

decrease the value of the option by about 4.4.
D.

increase the value of the option by about 4.4.

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