Problem 12.1. (15 points) An investor buys a time-T European call option on this stock at time- and creates a delta-neutral, fully-leveraged portfolio by trading in the shares of the underlying stock and borrowing/lending at the continuously compounded risk-free interest rate r. The current price of the underlying stock is $50 and its dividend yield is equal to the continuously com- pounded risk-free interest rate. The continuous dividends are assumed to be continuously and immediately reinvested in the same stock. I The time-- premium of the above call option is $7.50 and its delta is 0.56. The premium for the otherwise identical put option is $5.60. At time-t (prior to the call's exercise date T), the investor decides to liquidate her portfolio. She sees that the current stock price is the same as it was at time-0, the above call premium is $4.50 and the above put premium is $2.40. What is the investor's profit after liquidation