剩下这4道题不清楚怎么解，哪位高手指教一下？谢谢！
Q1: 1. Take a European call. Assume that the underlying is described by the
standard Geometric Brownian Motion. Assume that the true volatility is known
to you. Also assume that the volatility used in delta hedging of this
option is different from the actual one. Derive the expression for the
realized P&L (looking forward: hence it is a random variable) at expiration
of the delta-hedged European call. Again, the hedging strategy uses the
wrong volatility (different from
