问题如下：
An out-of-the-money option with a strike price of 30 has a theoretical price of USO 4. A trader hedges the option by buying the stock at USO 30.1 and selling at USO 29.9. How many times would the stock need to be traded to equal the cost of the option? (Ignore the impact of discounting on the present value of future costs.)
解释：
There is a cost of USO 0.1 each time the stock is bought or sold. The total expected cost of hedging the option should be the theoretical price of USO 4.0. We therefore expect buying or selling to take place roughly 4.0/0.2 = 20 times.
the total expected cost of hedging the option 等于 4，这个又是为什么呢？虽然已经看过之前别的同学问的和老师答的这道题莫名其妙的，但还是想知道以上是基于什么原理，谢谢
