Four months ago, XYZ stock price was $40 and option price was $4.45539. You bought 100 units of a 1-year European call option on a non dividend paying XYZ stock with strike price $45 then immediately delta hedged this position by using shares of XYZ stock, however you didnt close this position back. Today, European call options delta value is 0.73507, the XYZ stock price is $50 and you decide to close this position. The continuously compounded risk-free interest rate is 5% and the volatility of the stock is less than 50%. a. Calculate the volatility of the stock. (Please round your answer to 2nd decimal place) b. Calculate todays premium of the call option. (Please round your answer to 5th decimal place) c. Calculate the profit during four months. (Please round your answer to 2nd decimal place)