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Go to finance.yahoo.com and download three months of daily stock price for Chevron (CVX) from 5/31/2020 to 8/31/2020. What is the annualized standard deviation of

Go to finance.yahoo.com and download three months of daily stock price for Chevron (CVX) from 5/31/2020 to 8/31/2020. What is the annualized standard deviation of the stock return? Look up the current stock price of CVX, use the standard deviation of daily returns you computed, lookup the yield on a one-year U.S. Treasury Bill, use an exercise price of $90 for an European call on your stock that matures in approximately six months, use an exercise price of $65 for an European put on your stock that matures in 12 months. Determine the replicating portfolio and the price of the call and put using a four-period, replicating portfolio model. Assume today is 9/17/2020. Compare your model option prices to the real option market prices. Are they different? If so, why?

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