The Black-Scholes price of a three-month European call with strike price 100 on a stock that trades at 95 is 1.33, and its delta is 0.3. The price of a three-month pure discount risk-free bond (nominal 100) is 99. You sell the option for 1:50 and hedge your position. One month later (the hedge has not been adjusted), the price of the stock is 97, the market price of the call is 1:41, and its delta is 0.36. You liquidate the portfolio (buy the call and undo the hedge). Assume a constant risk-free interest rate and compute the net profit or loss resulting from the trade.