This question is related to Black-Scholes Model.

Calculate to Excel.

Fill in the following blanks in the KOSPI 200 index fund example for dynamic hedging and calculate the portfolio value of the delta hedge maturity.

Here, suppose that volatility is 30% and risk-free interest rate is 6%, and the event index is 150, and that the first unit of the fund is traded at KOSPI200*100,000. Write a detailed description of each calculation and the calculation process.

\begin{tabular}{|l|r|l|l|l|} \hline Residual expiration & KOSPI 200 & Call option delta & Trading Volume loan, dept Portfolio Value \\ \hline 5week & 150 \\ \hline 4week & 145 & & \\ \hline 3week & 148 & & \\ \hline 2week & 150 & & \\ \hline 1week & 152 & & \\ \hline Oweek & 155 & & \\ \hline \end{tabular} \begin{tabular}{|l|r|l|l|l|} \hline Residual expiration & KOSPI 200 & Call option delta & Trading Volume loan, dept Portfolio Value \\ \hline 5week & 150 \\ \hline 4week & 145 & & \\ \hline 3week & 148 & & \\ \hline 2week & 150 & & \\ \hline 1week & 152 & & \\ \hline Oweek & 155 & & \\ \hline \end{tabular}