answer both correctly for an upvote

You are given the following information about Y, a derivative on the stock: Jan 1, 2020 Jan 1, 2021 Stock price 100 120 Y's Price 55.66 3.87 -0.24 Y's Delta -0.36 Y's Gamma 1.11 0.04 You bought 100 units of Y and immediately delta-hedged your position on Jan 1, 2020. You will close your position on Jan 1, 2021. The stock does not pay dividends and the continuously compounded risk- free interest rate is 10%. Determine your profit on Jan 1, 2021. Possible Answers Less than 95 B At least 95 but less than 100 At least 100 but less than 105 At least 105 but less than 110 E At least 110 Assume the Black-Scholes framework. For a nondividend paying stock, you are given: i) The current stock price is 20. ii) The stock's volatility is 30%. iii) The continuously compounded risk-free rate is 5%. iv) The price of a 22-strike European put option expiring in 1 year is 2.93. Suppose that you have just purchased 100 units of such put options and you immediately delta-hedge your position by buying and selling stocks and risk- free bonds. Calculate your profit if you close your position six months later when the stock price increases to 24 and the put price decreases to 2.55. Possible Answers 100 B 110 120 D 130 140 You are given the following information about Y, a derivative on the stock: Jan 1, 2020 Jan 1, 2021 Stock price 100 120 Y's Price 55.66 3.87 -0.24 Y's Delta -0.36 Y's Gamma 1.11 0.04 You bought 100 units of Y and immediately delta-hedged your position on Jan 1, 2020. You will close your position on Jan 1, 2021. The stock does not pay dividends and the continuously compounded risk- free interest rate is 10%. Determine your profit on Jan 1, 2021. Possible Answers Less than 95 B At least 95 but less than 100 At least 100 but less than 105 At least 105 but less than 110 E At least 110 Assume the Black-Scholes framework. For a nondividend paying stock, you are given: i) The current stock price is 20. ii) The stock's volatility is 30%. iii) The continuously compounded risk-free rate is 5%. iv) The price of a 22-strike European put option expiring in 1 year is 2.93. Suppose that you have just purchased 100 units of such put options and you immediately delta-hedge your position by buying and selling stocks and risk- free bonds. Calculate your profit if you close your position six months later when the stock price increases to 24 and the put price decreases to 2.55. Possible Answers 100 B 110 120 D 130 140