Assignment 2

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Assignment2-Delta-HedgeQuestion.xlsx

Path 1

Week Stock Price
0 49.00
1 48.12
2 47.37
3 50.25
4 51.75
5 53.12
6 53.00
7 51.87
8 51.38
9 53.00
10 49.88
11 48.50
12 49.88
13 50.37
14 52.13
15 51.88
16 52.87
17 54.87
18 54.62
19 55.87
20 57.25

Path 2

Week Stock Price
0 49.00
1 49.75
2 52.00
3 50.00
4 48.38
5 48.25
6 48.75
7 49.63
8 48.25
9 48.25
10 51.12
11 51.50
12 49.88
13 49.88
14 48.75
15 47.50
16 48.00
17 46.25
18 48.13
19 46.63
20 48.12