Riskfree rate	10%
	Strike Price	$50.00
	Stock Price	$50.00
	Short call option	1.0
	Shares	(0.50)
						Put	Delta
			Time			Option	Share	Port
			0.000	0.500		0.500	0.500	0.500
				$55.00		$0.00	($27.50)	($27.50)
			$50.00
				$45.00		($5.00)	($22.50)	($27.50)
	PV of Portfolio		($26.16)
	Option Value		$1.16
	Alternative Approach
	Prob of up jump	p	0.7564
	Option value		$1.16	<< Discounted expected option
				payoff at riskless rate