video1.0<iframe src="https://www.loom.com/embed/32aac2ababe1432db6d3475a54a5f4d4" frameborder="0" width="1280" height="960" webkitallowfullscreen mozallowfullscreen allowfullscreen></iframe>9601280Loomhttps://www.loom.com9601280https://cdn.loom.com/sessions/thumbnails/32aac2ababe1432db6d3475a54a5f4d4-25a2d86134d13dfd.gif300.0778In this presentation, I discussed my analysis of high and low-risk portfolios, calculating annual returns and volatilities for each stock and portfolio. I found that stocks in my high-risk portfolio exhibited higher volatility compared to the S&P 500, while the low-risk portfolio showed better diversification. I also conducted a normality test on the stock returns, which passed after removing outliers. Additionally, I explored option pricing dynamics based on time and strike price, and compared constant versus non-constant volatility using delta hedging, with constant volatility yielding slightly better results. I encourage viewers to consider these findings and their implications for portfolio management and option trading strategies.