4. (5 pts) A month ago, a market maker sold 100 Europran K-strike call options on a nondividend paying stock and delta-hedged by buying shares of the stock. The position is financed by borrowing money at a continuously compounded risk-free rate of 5%. Now the investor closes the position. You are given the following prices: Delta for the call option was 0.5 at the time the call options were purchased. (a) Calculate the net investment to finance the delta hedged position. (b) Calculate the profit made by the investor