Question: You wrote (sold short) a call option when the underlying stock price was $50, and the delta of the option was 0.6, and purchased some
You wrote (sold short) a call option when the underlying stock price was $50, and the delta of the option was 0.6, and purchased some shares of the underlying stock to achieve delta neutrality. The interest rate is 10%. Please fill in the blanks in the following table.
| Week | Stock price | Delta | Shares purchased | Cost of shares purchased | Cumulative cost including interest | Interest expense |
| 0 | 50.00 | 0.600 |
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| 1 | 48.00 | 0.490 |
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| 2 | 47.00 | 0.400 |
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| 3 | 50.30 | 0.580 |
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| 4 | 51.80 | 0.693 |
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| 5 | 53.30 | 0.775 |
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