Problem 37.4 GS stock has a price volatility of 0.55 . A certain call option on the stock today costs $71.80. The option has a delta of 0.32 , a gamma of 0.001 , and a daily theta of -0.06 . The stock price today is $3000 per share, and the annual continuously compounded risk-free interest rate is 0.1 . Find what a market-maker's profit on one such option would be after 1 year using the delta-gamma-theta approximation. Assume stock price moves one standard deviation