d) Dayo delta hedges the option using the replicating portfolio A at time t = 0. The stock price at each time step follows the following pattern: Time Stock Price 0 spotPrice (from above) h = 1/3 spot Price *d h = 2T / 3 spot Price * d* u h= T spot Price * d*u*u Dayo rebalances the delta hedge at each timestep based on the replicating portfolio A. Prepare a table showing the mark to market of her portfolio at each time step (0, h, 2h, T), and how many shares she needs to buy or sell to rebalance her delat hedge. Compute her profit/loss over the lifetime of the option. e) Would it make a significant difference if she used the Black-Scholes delta (instead of the replicating portfolio delta) for initial hedge and subsequent rebalancing? d) Dayo delta hedges the option using the replicating portfolio A at time t = 0. The stock price at each time step follows the following pattern: Time Stock Price 0 spotPrice (from above) h = 1/3 spot Price *d h = 2T / 3 spot Price * d* u h= T spot Price * d*u*u Dayo rebalances the delta hedge at each timestep based on the replicating portfolio A. Prepare a table showing the mark to market of her portfolio at each time step (0, h, 2h, T), and how many shares she needs to buy or sell to rebalance her delat hedge. Compute her profit/loss over the lifetime of the option. e) Would it make a significant difference if she used the Black-Scholes delta (instead of the replicating portfolio delta) for initial hedge and subsequent rebalancing