Question: Stock Path # 4 Stock Path # 4 Stock Path # 4 Period Period Period 50.00 47.54 44.32 0 21 41 47.64 49.68 45.16 1

Stock Path # 4 Stock Path # 4 Stock Path # 4

Stock Path # 4 Stock Path # 4 Stock Path # 4

Stock Path # 4 Stock Path # 4 Stock Path # 4 Period Period Period 50.00 47.54 44.32 0 21 41 47.64 49.68 45.16 1 22 42 49.45 48.74 44.77 2 23 43 49.37 45.88 43.46 3 ml 24 44 49.95 45.24 43.64 4 25 45 47.82 45.53 42.18 SI 5 26 46 44.88 45.09 41.42 6 27 47 47.06 45.52 42.65 Z 28 45.96 46.32 43.14 8 29 49 47.56 47.01 43.00 9 30 50 47.33 45.79 10 31 46.03 43.76 11 32 45.26 42.88 12 33 46.09 41.82 13 34 47.44 44.19 14 35 46.53 43.01 15 36 45.97 43.46 16 37 47.41 45.09 17 38 48.83 44.29 18 39 48.49 43.43 19 40 48.78 20 7. Compute the annualized realized volatility of the log-returns for price path #4. You should submit your answer as a percentage and round it to two decimal places. For example, if you calculate the annualized volatility to be 27.23567% then you should submit an answer of 27.24. Enter answer here 8. Compute the total realized P&L when hedging using price path #4. You should round your answer to the nearest integer. For example, if your answer is -$123,456.123 then you should submit an answer of -123456. Enter answer here

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