Can you answer part two of the question please

2. Consider a Black-Scholes framework, where a market-maker sells a 1year European gap call options on an underlying, non-dividend paying stock S. Each gap call option is written on a share of S. She deltahedges the position with shares. Furthermore, she knows that - the initial stock price S0=200, and - the stock's volatility =1, and - the risk-free interest rate r=0, and - each gap call option has a strike price of 100 , and - each gap call option has a payment trigger of 200. Compute: - the initial value of the gap c. - the initial number of shares in the delta-hedge of the gap call (25 pts)