I hold a portfolio of value =V S, where V is the value of a European vanilla call option without dividends, S is the value of the underlying, and is the Delta of the portfolio. The bank interest rate is r =0.02. (i) Write down an expression for in terms of V and S. (ii) Write down a differential equation for (t), where t is time. Given that =1000 when t =0, find when t =10, giving your answer correct to 4