In the following problems assume, unless otherwise stated, that S = $40, sigma = 30%, r = 8%, delta = 0. You own one 45-strike call with 180 days to expiration. Compute and graph the 1-day holding period profit if you delta- and gamma-hedge this position using a 40-strike call with 180 days to expiration. In the following problems assume, unless otherwise stated, that S = $40, sigma = 30%, r = 8%, delta = 0. You own one 45-strike call with 180 days to expiration. Compute and graph the 1-day holding period profit if you delta- and gamma-hedge this position using a 40-strike call with 180 days to expiration