Task 2 [40]. Perform the dynamic delta hedging for the following portfolios of Open i A. Writing 10,000 put options with K = 100, So = 99, T = 10 weeks, r = 0.05, 0 = 20%. B. Writing 10,000 call options with K = 100, So = 99, T = 10 weeks, r = 0.05, 0 = 20%. For the stock price simulations, assume u = 6% under the Black-Sholes model. Perform separate simulations for parts A and B. Calculate the updated delta, shares purchased, cost of shares, cumulating cost including the interest. Compare the costs of the hedging with the price of options sold. Task 2 [40]. Perform the dynamic delta hedging for the following portfolios of Open i A. Writing 10,000 put options with K = 100, So = 99, T = 10 weeks, r = 0.05, 0 = 20%. B. Writing 10,000 call options with K = 100, So = 99, T = 10 weeks, r = 0.05, 0 = 20%. For the stock price simulations, assume u = 6% under the Black-Sholes model. Perform separate simulations for parts A and B. Calculate the updated delta, shares purchased, cost of shares, cumulating cost including the interest. Compare the costs of the hedging with the price of options sold