Riskfree rate	8%
	Strike Price	$39.00
	Stock Price	$40.00
	Short call option	1.0
	Shares	0.75
						Call	Delta
			Time			Option	Share	Port
			0.000	0.083		0.083	0.083	0.083
				$42.00		($3.00)	$31.50	$28.50
			$40.00
				$38.00		$0.00	$28.50	$28.50
	PV of Portfolio		$28.31
	Option Value		$1.69
	Alternative Approach
	Prob of up jump	p	0.5669
	Option value		$1.69	<< Discounted expected option
				payoff at riskless rate