discount risk-free bond

The Black-Scholes price of a three-month European call with strike price 100 on a stock that trades at 95 is 1.33, and its delta is 0.3. The price of a three-month pure discount risk-free bond (nominal 100) is 99. You sell the option for 1.50 and hedge your position. One month later (the hedge has not been adjusted), the price of the stock is 97, the market price of the call is 1.41, and its delta is 0.36. You liquidate the portfolio (buy the call and undo the hedge). Assume a constant, continuous risk-free interest rate and compute the net profit or loss resulting from the trade.