Using Delta$-$Hedging to hedge the risk in a short position in an option, the cost of hedging after discounting

Question $2$Answer

a$.$

will generally be zero.

b$.$

will generally be close to the theoretical Black$-$Scholes price of the option.

c$.$

will generally be close to the price of a futures contract with the same maturity.

d$.$A stock price has an expected return of $5\%$ and a volatility of $30\%$ per year.$$ The current price is $$20.$ What is the probability that the stock price will be less than $$30$ in $18$ months?

will generally be negative.