For a 91-day European call option on a non-dividend paying stock, you are given: i) The current stock price is 40. ii) The strike price is 45. iii) The stock's annual volatility is 25% iv) The continuously compounded risk-free interest rate is 5%. You write the option and delta-hedge it. Calculate the 1-day mark-to-market profit on a delta-hedged portfolio for this option if the stock price increases to 45. For a 91-day European call option on a non-dividend paying stock, you are given: i) The current stock price is 40. ii) The strike price is 45. iii) The stock's annual volatility is 25% iv) The continuously compounded risk-free interest rate is 5%. You write the option and delta-hedge it. Calculate the 1-day mark-to-market profit on a delta-hedged portfolio for this option if the stock price increases to 45