please show calculations and work

A firm has just sold a call option for 100 shares of a stock, with a strike price of a 55 dollars per share, and time to maturity is 9 months. The current price of the stock is 54 dollars. Assume the volatility of the stock is o = 0.35 and the continuous compound interest rate is 10 percent. The firm uses delta hedging to reduce the risk that the stock price will go up. Consider four possible scenarios. Case 1. After 1 month, the stock price remains unchanged at 54 dollars per share. Case 2. After 1 month, the stock price goes up to 65 dollars per share. Case 3. After 1 month, the stock price goes up to 60.05 dollars. Case 4. After 1 month, the stock price goes up to 60 dollars and volatility rises to 0.45. Problem 2. For the problem above, consider Case 2. Suppose the firm did not do any hedging. Calculate what would have been the loss, resulting from the change in liabilities on the Balance Sheet of the firm. Note: This loss is due to the short position for the call option of 100 shares. A firm has just sold a call option for 100 shares of a stock, with a strike price of a 55 dollars per share, and time to maturity is 9 months. The current price of the stock is 54 dollars. Assume the volatility of the stock is o = 0.35 and the continuous compound interest rate is 10 percent. The firm uses delta hedging to reduce the risk that the stock price will go up. Consider four possible scenarios. Case 1. After 1 month, the stock price remains unchanged at 54 dollars per share. Case 2. After 1 month, the stock price goes up to 65 dollars per share. Case 3. After 1 month, the stock price goes up to 60.05 dollars. Case 4. After 1 month, the stock price goes up to 60 dollars and volatility rises to 0.45. Problem 2. For the problem above, consider Case 2. Suppose the firm did not do any hedging. Calculate what would have been the loss, resulting from the change in liabilities on the Balance Sheet of the firm. Note: This loss is due to the short position for the call option of 100 shares