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Date stock price IVOL_MID 20/04/2023 29.1 19/04/2023 28.61 107.662 18/04/2023 28.76 17/04/2023 28.67 14/04/2023 28.46 13/04/2023 28.13 12/04/2023 28.11 48.985 11/04/2023 28.25 6/04/2023 27.88 5/04/2023

Datestock priceIVOL_MID
20/04/202329.1
19/04/202328.61107.662
18/04/202328.76
17/04/202328.67
14/04/202328.46
13/04/202328.13
12/04/202328.1148.985
11/04/202328.25
6/04/202327.88
5/04/202328.0437.111
4/04/202328.0730.355
3/04/202327.9137.17
31/03/202327.72
30/03/202327.6735.877
29/03/202327.04
28/03/202327.6631.906
27/03/202327.4138.353
24/03/202327.18
23/03/202327.63
22/03/202328.05
21/03/202328.0124.661
20/03/202327.8632.009
17/03/202328.28
16/03/202327.8225.502
15/03/202328.31
14/03/202328.127.387
13/03/202328.54
10/03/20232920.712
9/03/202329.8916.236
8/03/202329.4516.196
7/03/202329.7115.194
6/03/202329.48
3/03/202329.1521.236
2/03/202328.8320.107
1/03/202329.3816.484
28/02/20233015.894
27/02/202329.9915.03
24/02/202329.8514.453
23/02/202329.7616.195
22/02/202330.0615.897
21/02/202330.116.287
20/02/202330.315.979
17/02/202329.8516.369
16/02/202330.5116.697
15/02/202330.3117.048
14/02/202331.6116.483
13/02/202331.3816.458
10/02/202331.6816.253
9/02/202331.9516.685
8/02/202332.0616.217
7/02/202331.7316.357
6/02/202331.8816.112
3/02/202331.916.161
2/02/202331.516.234
1/02/202331.7316.489
31/01/202331.7916.759
30/01/202331.8316.211
27/01/202331.7916.231
25/01/202331.4815.858
24/01/202331.3416.137
23/01/202331.5116.336
20/01/202331.616.285
19/01/202331.7116.474
18/01/202331.6716.66
17/01/202331.6716.465
16/01/202331.6516.575
13/01/202331.315.989
12/01/202330.815.814
11/01/202330.0615.365
10/01/202329.9316.301
9/01/20233016.438
6/01/202329.7615.305
5/01/202329.9416.5
4/01/202329.715.977
3/01/202329.4217.59
30/12/202230.0616.017
29/12/202229.9216.158
28/12/202230.2216.698
23/12/202230.3816.803
22/12/202230.5216.459
21/12/202230.2616.66
20/12/202230.2817.187
19/12/202230.2617.219
16/12/202230.417.497
15/12/202230.7917.103
14/12/202230.7117.366
13/12/202230.7917.74
12/12/202230.1917.939
9/12/202230.1918.407
8/12/202230.1218.313
7/12/202230.6518.256
6/12/202231.0317.823
5/12/202231.2617.984
2/12/202231.3818.311
1/12/202231.6817.672
30/11/202231.5417.705
29/11/202231.6917.74
28/11/202231.5917.603
25/11/202231.4917.618
24/11/202231.2317.544
23/11/202231.317.723
22/11/202230.9717.618
21/11/202230.8317.903
18/11/202230.6617.756
17/11/202230.618.341
16/11/202230.3118.238
15/11/202230.4918.339
14/11/202231.2618.986
11/11/202231.3518.516
10/11/20223119.544
9/11/202231.6619.671
8/11/202231.9520.168
7/11/202231.7319.904
4/11/202232.1219.7
3/11/202232.1519.842
2/11/202232.7420.111
1/11/202232.720.615
31/10/202232.4220.817

a) calculate and plot annualized historical volatility with annual implied volatility in a graph (show calculations and workings)
•Referring to the graph above, analyse the relationship between historical volatility and implied volatility

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Calculating and Plotting Annualized Historical Volatility with Annual Implied Volatility To calculate the annualized historical volatility we need to first calculate the daily historical volatility fo... blur-text-image

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