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Assume that the current stock price is 30, the stock pays dividend continuously at a rate proportional to its price with yield 4%, and the volatility of stock is 18%. Suppose a one-year, 32-strike European call option and put option have prices 1.8779 and 2.3000. Jack sold 25 units of this cal option at time 0 and immediately used the delta hedge. After 3 months, the stock price becomes 35 and the call option price becomes 4.6345. Calculate the three month prot or loss of his portfolio. Note that he invests or pays the stock dividends by buying or selling extra shares.