You are given the following information for 91 day European call options on a stock which currently sells at 82 per share. The risk free interest rate is 5 percent, the volatility of the stock is 25 percent, dividend yield is zero.A market maker writing 80-strike call, delta gamma-theta-hedges it with the underlying stock and 75 and 85 strike call options. How much investment is required for the whole hedge portfolio?

Exercise price	75	80	85
Premium	9.067268	5.677964	3.228509
Delta-call	0.809786	0.64061	0.450035
Theta call	-0.02313	-0.02745	-0.02687
Gamma call=put	0.026529	0.036528	0.038669