For the following values, S = 100 K=100 Rp = 3% T= 1 Year o = 20% No dividends Calculate the value of a call option with a dynamic hedging strategy using weekly steps? Calculate 10 trials and show the average value as compared to the Black-Scholes value? For the following values, S = 100 K=100 Rp = 3% T= 1 Year o = 20% No dividends Calculate the value of a call option with a dynamic hedging strategy using weekly steps? Calculate 10 trials and show the average value as compared to the Black-Scholes value