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Based on the simulated stock prices, compute the percentage return for the bank's position in the options for each simulation trial. Report the sample
Based on the simulated stock prices, compute the percentage return for the bank's position in the options for each simulation trial. Report the sample mean, standard deviation, and the 10-day 99% VaR for the bank's position (all should be in percentage returns). Comment on the risk and reward of the bank's position. (3 marks)
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