Assume the Black-Scholes framework. For a nondividend-paying stock, you are given: i) The current stock price is 20. ii) The stocks volatility is 30%. iii) The continuously compounded risk-free rate is 5%. iv) The price of a 22-strike European call option expiring in 1 year is 2.00. Suppose that you have just purchased 100 units of such call 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 call price increases to 5.09. A 100 B 110 C 120 D 130 E E 140