You own 100 stocks of Amazon's stock. The current stock price is $3,120. You believe that the stock price will double in two years, but you have a strong feeling that the stock price will drop in the next six months due to the current economic conditions. Therefore, based on your expectations, you want to benefit from the stock price movement by writing options without giving up your stock. The options available in the CBOE are as follows: Option type strike price maturity call 3080 3 months call 3100 3 months call 3120 3 months put 3080 3 months put 3100 3 months put 3120 3 months i) What is the name of the strategy you will create that includes both the stocks you own and the options you will write? Which option will you choose and why? ii) The price of a call option on Amazon's stock that expires in 9 months with a strike price of $3,080 is $400. If the 9-month Treasury bill is 1.315% (APR rate), what is the implied volatility? iii) Using the implied volatility in the previous question, and based on the Black-Scholes-Merton model, what is the expected revenue from this strategy you chose in part (i)? You own 100 stocks of Amazon's stock. The current stock price is $3,120. You believe that the stock price will double in two years, but you have a strong feeling that the stock price will drop in the next six months due to the current economic conditions. Therefore, based on your expectations, you want to benefit from the stock price movement by writing options without giving up your stock. The options available in the CBOE are as follows: Option type strike price maturity call 3080 3 months call 3100 3 months call 3120 3 months put 3080 3 months put 3100 3 months put 3120 3 months i) What is the name of the strategy you will create that includes both the stocks you own and the options you will write? Which option will you choose and why? ii) The price of a call option on Amazon's stock that expires in 9 months with a strike price of $3,080 is $400. If the 9-month Treasury bill is 1.315% (APR rate), what is the implied volatility? iii) Using the implied volatility in the previous question, and based on the Black-Scholes-Merton model, what is the expected revenue from this strategy you chose in part (i)