Question: If a trader buys an option at an implied volatility of 10%, and plans to delta hedge it, over the life of the option she

If a trader buys an option at an implied volatility of 10%, and plans to delta hedge it, over the life of the option she hopes realized volatility will be:

		higher than 10%
		lower than 10%
		if its three month option then she hopes its 10/3
		irrelevant where realized will be

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