After $20$ trading days of dynamically delta$-$hedging, you have the following positions on the option expiration day:

You short $200$ call option contracts. Each contract is on $100$ shares of the underlying stock. Strike price is $$50.$

You hold $19,981$ shares of the underlying stock. Stock price is $$52\mathrm{.}11$

You have accumulated $$1,015,313$ worth of debt as of the previous trading day. Interest rate is $0\mathrm{.}015$ per year $($there are $252$ trading days in a year$).$

You have $$17,469$ in your cash account $($that$$s the premium you received from writing the calls originally$)$

Given that this is the expiration day, you are liquidating all your positions. Calculate the amount of debt you will be repaying in full today.

a$.$

$$1,015,373$

b$.$

$$1,041,210$

c$.$

$$1,021,205$