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

1

48.00

0.490

2

47.00

0.400

3

50.30

0.580

4

51.80

0.693

5

53.30

0.775

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