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A day trader buys an option on a stock that will return $200 profit if the stock goes up today and lose $500 if it

A day trader buys an option on a stock that will return $200 profit if the stock goes up today and lose $500 if it goes down. If the trader thinks there is a 70% chance that the stock will go up, find the standard deviation of the day trader's option value.

round 2 decimal places ... need answer asap!!

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