You sell 100 puts (T = 91 days, r = 8%, vol = 30%, no divs, K = 40) and delta hedge for 5 days. Using Excel, fill in the table.

Day 0 40 Days Day 1 40.5 Day 2 29.25 Day 3 28.75 Day 4 40 Stock Price Price of 1 put Delta of 1 (long) put [+ = buy selli Portfolo De ta from Puts only Nur ber of Shares to Deta Hedge (+ = borrow. - = lenc) Bank pos tion [+ = carn, ay) Interest Profit Options Profit Stock Daily Proft Day 0 40 Days Day 1 40.5 Day 2 29.25 Day 3 28.75 Day 4 40 Stock Price Price of 1 put Delta of 1 (long) put [+ = buy selli Portfolo De ta from Puts only Nur ber of Shares to Deta Hedge (+ = borrow. - = lenc) Bank pos tion [+ = carn, ay) Interest Profit Options Profit Stock Daily Proft