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BYD electronic Day Price Geometric return STD Dev Volatility 23-Apr 45.6 0.024418527 0.02567146 40.752% 22-Apr 44.5 -0.003365118 21-Apr 44.65 -0.017758513 20-Apr 45.45 -0.022839492 19-Apr 46.5

BYD electronic

Day

Price

Geometric return

STD Dev

Volatility

23-Apr

45.6

0.024418527

0.02567146

40.752%

22-Apr

44.5

-0.003365118

21-Apr

44.65

-0.017758513

20-Apr

45.45

-0.022839492

19-Apr

46.5

0.055262679

16-Apr

44

0.00113701

15-Apr

43.95

0.007995474

14-Apr

43.6

0.004597709

13-Apr

43.4

-0.01939593

12-Apr

44.25

-0.031148236

9-Apr

45.65

Assume you had sold a 1-month at-the-money put option(for 1000shares) on your second stock (i.e. the stock based on the last numerical digit of your Student ID). Based on the same set of data from part (a), what would be your worst payoff in one month at 99% confidence level?

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