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Southwest Airlines common stock currently sells for $57.77 per share, and the standard deviation of...

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Southwest Airlines common stock currently sells for $57.77 per share, and the standard deviation of returns is 62.74%. A call option with a strike price of $48 is currently trading on the market. The option expires in 0.15 years, and the risk-free rate of return is 1.7%. Southwest does not pay a dividend. What is the vega (V) for this put option assuming a continuous model such as the Black- Scholes model? 4.9713 5.9832 11.1871 16.6156

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