A bank has written a call option on $100,000$ shares of a non$-$dividend paying stock. The option expires in $5$ weeks. The stock price today is $$100,$ the exercise

price is $$100,$ the volatility parameter is $0\mathrm{.}3,$ and the risk$-$free interest rate is $0\mathrm{.}05.$

Suppose the stock price in weeks $1-5$ becomes $$98,$ $$95,$ $$101,$ $$102,$ $$105,$ respectively.

Create a table in the spirit of Table $8\mathrm{.}2,$ p$.167,$ to show how the bank would hedge its risk on a weekly basis. What is the total hedging cost to the bank in the $5-$week period?