Question: Stock Path # Stock Path # 3 Stock Path 3 Period Period Period 50.00 56.17 61.91 21 41 48.67 57.66 65.68 1 22 42 46.17

Stock Path # Stock Path # 3 Stock Path 3 Period

Stock Path # Stock Path # 3 Stock Path 3 Period

Stock Path # Stock Path # 3 Stock Path 3 Period Period Period 50.00 56.17 61.91 21 41 48.67 57.66 65.68 1 22 42 46.17 60.23 62.97 NI 2 23 43 47.48 57.68 62.29 3 24 44 49.03 60.37 62.22 4 25 45 48.26 61.00 65.07 lum 5 26 46 47.89 63.67 62.87 6 LON 27 47 52.31 65.22 64.95 Z 28 48 53.26 64.17 65.83 1.00 8 29 49 53.18 64.36 64.04 2 30 50 55.00 66.48 10 31 54.18 64.08 11 32 52.22 65.93 12 33 54.68 65.47 13 34 54.70 65.70 14 35 56.24 62.35 15 36 56.80 58.92 16 37 55.98 60.95 17 38 59.58 65.73 18 39 58.86 61.06 19 40 57.77 20 5. Compute the annualized realized volatility of the log-returns for price path #3. 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 6. Compute the total realized P&L when hedging using price path #3. 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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