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I passed, 1-2-2-3-1

Another question about the the Confidence Interval of VAR, you guys mostly chose "asymmetric confidence intervals", I thought CI couldn't be asymmetric here, I chose small n would make implementation difficault, because the standard error of VAR will be bigger with small n

Then I might be wrong :(

Then, I am confused, I thought OTM or ITM represented the market condition to decide the payoff :(

did you mean ITM put with oil producer here? I thought this is the definition of WWR, your payoff increases, but the couterparty becomes weaker, hence affecting the true profit

I think I picked the same one, ITM put means oil price goes down, in this case, the ability of oil producer to payoff the put will decrease as well, thus generating the WWR, not sure about oil refiner or oil producer, though