assume that I have sold plain vanilla call option on stock (assume no leverage) and doing delta hedging using black scholes. I am simulating prices to analyse my PnL. Problem 1what should be my profit and loss as a seller ?I think it should be risk free rate on portfolio (premium recd. - avg. delta adjusted exposure) * risk free rateProblem 2As a seller am I earning/paying risk free rate on (premium recd. - avg. delta adjusted exposure)or (premium recd. - avg. delta adjusted exposure + daily stock MTM)Problem 3If I change risk free rate from 3% to 6%, what effect will it have on my PnLIncrease in premiumIncrease in roll over costchange in interest on (premium recd. - avg. delta adjusted exposure + daily cash MTM)Can I say that :change in premium = Increase in roll over cost + change in interest on (premium recd. - avg. delta adjusted exposure + daily stock MTM)