Investment Mathematics 26.14. You are given the following information for a delta-hedged portfolio for a call option on a stock (1) The underlying stock's price is 40. (ii) The continuous annual dividend rate of the stock is 0.02. (iii) 0 = 0.3. (iv) The option expires in one year. (v) The continuously compounded risk-free interest rate is 0.04 Determine the two stock prices at the end of one week for which there would be approximately no gain or loss for the delta-hedged portfolio. Investment Mathematics 26.14. You are given the following information for a delta-hedged portfolio for a call option on a stock (1) The underlying stock's price is 40. (ii) The continuous annual dividend rate of the stock is 0.02. (iii) 0 = 0.3. (iv) The option expires in one year. (v) The continuously compounded risk-free interest rate is 0.04 Determine the two stock prices at the end of one week for which there would be approximately no gain or loss for the delta-hedged portfolio