assume the Black-Scholes framework. You are given: (i) The current stock price is 30. (ii) The stock pays dividends continuously at a rate proportional to its price. The dividend yield is 4%. (iii) The volatility of the stock is 18%. (iv) The prices of 1-year 32-strike European call and put are 1.8779 and 2.3000 respec- tively. You have just written 250 32-strike 1-year calls, and he delta-hedged his position immedi- ately. After 3 months, the stock price becomes 35 and the call price increases to 4.6345. Calculate the three-month holding profit. assume the Black-Scholes framework. You are given: (i) The current stock price is 30. (ii) The stock pays dividends continuously at a rate proportional to its price. The dividend yield is 4%. (iii) The volatility of the stock is 18%. (iv) The prices of 1-year 32-strike European call and put are 1.8779 and 2.3000 respec- tively. You have just written 250 32-strike 1-year calls, and he delta-hedged his position immedi- ately. After 3 months, the stock price becomes 35 and the call price increases to 4.6345. Calculate the three-month holding profit