Part II a) Table 2 of SecondCityOptionsCase_Datal Oe.xisx contains daily data for the first six months of 2007 for both the SPX and OEX indices.' Using this data estimate historical volatility for each index to four decimal places, e.g., 0.1234 or 12.34%. For your base estimates, calculate volatility using daily observations for the he option data in Table 1 of SecondCityOptionsCase_Data10e.xlex are from Market Data Express. The stock index data in Table 2 of SecondCityOptionsCase_Data10e.xlsx are from the Chicago Board Options