$6$ You are given the following information for a delta$-$hedged portfolio for a call option on a stock:

$($i$)$ The underlying stock's price is $40.$

$($ii$)$ The continuous annual dividend rate of the stock is $0\mathrm{.}02.$

$($iii$)=0\mathrm{.}3.$

$($iv$)$ The option expires in one year.

$($v$)$ The continuously compounded risk$-$free interest rate is $0\mathrm{.}04.$

Determine the two stock prices at the end of one week for which there would be approximately no Gain or loss for the delta hedged portfolio