You wish to hedge a stock portfolio, where the portfolio beta is .5, the portfolio value is $10 million, the hedging index call option delta is .5, and the hedging index call option contract value is $100,000. Which of the following hedging transactions is required to hedge the portfolio?

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a. write 200 call option contracts b. write 100 call option contracts C. buy 200 call option contracts d. buy 100 call option contracts