Given is a Black–Scholes market with r = 0.2, α = 0.1, σ = 0.4, S0 = 80. You today (t = 0) sold a European call option based on the stock with an expiration date of T = 10 at a strike price of K = 90. You build a hedging portfolio for that option. How much of its value will be invested in the stock at time t = 5 if its price AT THIS TIME, t = 5, is 85?
since we are allowed to use the calculator to compute https://www.math.drexel.edu/~pg/fin/VanillaCalculator.html
would this be the right imput? (Below)
k=90
r=.2
S0=85
T=5 (T-5=5)
σ = 0.4
The European call value would be 55.23?
Thank you in advance