Assume the following values when none is specified:

So $=100$

$\backslash$sigma $=20\%$ T$=1$ K $=100$ r $=5\%$

Assume your stock is driven by the following historical probability diffusion:

dSt $=\backslash$mu $$dt$+\backslash$sigma $$dWt St

With $\backslash$mu $=7\%.$ Let$$s say you sold the call at inception using the BSM formula with the correct volatility and you are going to hedge your portfolio using the BSM delta.

$1.$ What do you expect your final PnL to be $?$

$2.$ What is the distribution of your final PnL at maturity if you are performing a monthly hedge? $3.$ What is the distribution of your final PnL at maturity if you are performing a weekly hedge? $4.$ What is the distribution of your final PnL at maturity if you are performing a daily hedge?

$5.$ Conclusion?