Question: Stock Path # Stock Path # 2 Stock Path 2 IN Period Period Period 50.00 51.93 0 OU 21 49.18 54.01 53.02 1 22 41

Stock Path # Stock Path # 2 Stock Path 2 IN

Stock Path # Stock Path # 2 Stock Path 2 IN

Stock Path # Stock Path # 2 Stock Path 2 IN Period Period Period 50.00 51.93 0 OU 21 49.18 54.01 53.02 1 22 41 49.82 51.51 54.72 2 23 42 51.18 51.93 53.93 3 mi 24 43 50.33 52.24 54.94 1 4 25 44 52.62 52.33 55.80 5 26 45 54.69 50.26 55.52 1o 6 27 46 56.01 50.87 55.90 7 28 47 56.07 50.35 55.88 100 8 29 48 56.53 52.61 55.86 9 30 49 56.39 52.00 54.56 10 31 50 55.19 51.61 11 32 55.61 51.10 12 33 55.94 50.69 13 34 57.20 49.91 14 35 56.78 50.16 15 36 54.86 50.72 16 37 54.87 50.05 17 38 53.03 50.25 18 39 52.67 50.45 19 40 52.53 20 3. Compute the annualized realized volatility of the log-returns for price path #2. 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 4. Compute the total realized P&L when hedging using price path #2. 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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