20.18. [Based on CAS8-S01:29b] You are given the following information: (i) The current price of a share of XYZ Company stock is 100. (ii) Over the next six-month period, the price is expected to go up by 10% or down by 10%. (iii) The risk-free rate of interest with semi-annual compounding is 6% per annum. (iv) The stock pays no dividends. A special option pays 5.44 if the stock price goes up and 25.00 if the stock price goes down. Determine the number of shares of stock in a portfolio which replicates this option. 20.18. [Based on CAS8-S01:29b] You are given the following information: (i) The current price of a share of XYZ Company stock is 100. (ii) Over the next six-month period, the price is expected to go up by 10% or down by 10%. (iii) The risk-free rate of interest with semi-annual compounding is 6% per annum. (iv) The stock pays no dividends. A special option pays 5.44 if the stock price goes up and 25.00 if the stock price goes down. Determine the number of shares of stock in a portfolio which replicates this option