Reproduce Table 3.2.

(In Table 3.2 the stock position is rounded to the nearest 100 shares.) Calculate the gamma and theta of the position each week. Calculate the change in the value of the portfolio each week (before the rebalancing at the end of the week) and check whether equation (3.2) is approximately satisfied. {Note: DerivaGem produces a value of theta "per calendar day". The theta in the formula in Appendix C is "per year".)