Problem 2(10pt). Consider a Black-Scholes market. Suppose we have a stock S0=$235 with volatility =35% which doesn't pay dividends. The risk-free interest rate is r=4%, and you sell a European 250-strike call option with 31 days to expiration. The option is written on 100 shares. (a) What investment is required for a delta-hedged portfolio? (b) If the stock price tomorrow is $241, what is your overnight profit