Frank Inslee, a trader for Seattle Neutral, an option dealer, set up a delta hedged portfolio for a written call position one day ago (on day 0). Some details about the delta hedged portfolio are given in the table below. The option is a 90-day European call with a strike price at $110 on AMP, a financial stock, on which Seattle Neutral has written 800 calls when its price was $109/share. The risk-free interest rate is 3%.

Day	Call Premium	Call Delta	AMP Closing Price	Bond Balance
1	3.70	0.47514	108.00	3,240
2	3.44	0.45567	107.50	?

Whats the bond balance on Day 2 after the portfolio has been adjusted according to the needs of dynamic delta hedging?

	A.	-4853.
	B.	1628.
	C.	-1628.
	D.	4853.