Reproduce the analysis in Table 13.2, assuming that instead of selling a call you sell a 40-strike
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Stock (S) Call (S) 100 x delta Investment () 2051.58 Interest ($) Capital gain (S) Daily profit (S) 38.75 205.46 49.56 1715.12 -0.41 0.81 0.40 40.00 278.04 58.24 40.50 306.21 61.42 2181.30 -0.45 0.95 0.50 39.25 232.82 53.11 1851.65 -0.48 3.39 3.87 40.00 271.04 58.06 2051.35 -0.38 -3.62 -4.00 40.00 269.27 58.01 2051.29 -0.45 1.77 1.32
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