A trader for Seattle Neutral, an option dealer, set up a delta hedged portfolio for a written call position one day ago (on day 0). Some details about the delta hedged portfolio are given in the table below. The option is a 60-day European call with a strike price at $45 on AMP, a financial stock, on which Seattle Neutral has written 500 calls when its price was $42/share. The risk-free interest rate is

4%.