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Assume S=$33.00, =0.32, r=0,06, =0,01. You short 100 $35 strike calls with 68 days until expiration. The price of the $35 strike call is $1.14.

Assume S=$33.00, image text in transcribed =0.32, r=0,06, =0,01. You short 100 $35 strike calls with 68 days until expiration. The price of the $35 strike call is $1.14. If you delta hedge your position, what is your overnight profit or loss if the stock rises to $34.50?

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