= Written assignment 1: Given is a Black-Scholes market with r = = 0.2, a = 0.1,0 = 0.4, So 80. You today (t = 0) sold a European call option based on the stock with an expiration date of T 10 at a strike price of K = 90. You build a hedging portfolio for that option. How much of its value will be invested in the stock at timet 5 if its price at that time is 85? What about various other times and stockprices at those times? = =