How to get the answer on question is Image 0507. Data is Attach on question data file

\fDate Futures Options Price Price 7/31/1995 9458 8/1/1995 9375 8/2/1995 9470 8/3/1995 9358 8/4/1995 9380 8/7/1995 9360 8/8/1995 9325 8/9/1995 9335 8/10/1995 9080 8/11/1995 8980 8/14/1995 8970 8/15/1995 8935 8/16/1995 8995 8/17/1995 8860 8/18/1995 8890 8/21/1995 8930 8/22/1995 8950 8/23/1995 9153 8/24/1995 9015 8/25/1995 9080 Variance on the short Option Daily P/L Variance on the Net Daily P/L Hedging effectiveness HE of the Volatility trading implemented Change in Long Changes in Value of Value of Short Option Value of Option Position In Futures Long Futures Delta Position Position Contracts Position Net Profit/ Loss 270 55% -27000 55 0 205 49% -20500 6500 49 -4565 1935 237.5 56% -23750 -3250 56 4655 1405 205 50% -20500 3250 50 -4760 -1510 182 49% -18200 2300 49 -250 2050 164.5 47% -16450 1750 47 -980 770 135 44% -13500 2950 44 -1645 1305 137.5 45% -13750 -250 45 440 190 60 24% -6000 7750 24 -11475 -3725 37.5 17% -3750 2250 17 -2400 -150 25 13% -2500 1250 13 -170 1080 26 13% -2600 -100 13 -455 -555 25 14% -2500 100 14 700 800 14 8% -1400 1100 8 -1890 -790 10 7% -1000 400 7 240 640 8 6% -800 200 6 280 480 13 13% -1300 -500 13 120 -380 27 19% -2700 -1400 19 2639 1239 5.5 6% -550 2150 6 -2622 -472 3.5 4% -350 200 4 390 590 83431815.7894737 6561242.6900585 1729392.09473684