You take a short position in one European put option contract, with strike price 100 and maturity six months, on a stock

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You take a short position in one European put option contract,
with strike price 100 and maturity six months, on a stock that is
trading at 100. The annual volatility of the stock is constant and
equal to 20%. The dividend rate is zero. The annual (continuously
compounded) risk-free interest rate is constant and equal to 1%.
Suppose that you sold the option at the Black-Scholes price. You
hedge your portfolio with the underlying stock and the risk-free
asset. The hedge is rebalanced monthly. After two months the
portfolio is liquidated (you buy the option and undo the hedge).
Find the final overall profit or loss, if the price of the stock is
102 at the end of the first month and 98 at the end of the second
month, and assume that the option is traded at exactly the
Black-Scholes price at the end of the first month and at the end of
the second month.