6 wattpad login - Go... 2106/tak Question 16 5 pts IBM stock currently sells for 84 dollars per share. The implied volatility equals 47.5 percent. The risk-free rate of interest is 4.5 percent continuously compounded. If you owned a 100 shares of IBM stock with strike price 83 and maturity of 8 months, how many call options would you have to buy (sell) to create a delta- neutral hedge? Assume each option controls one share of IBM stock. 61.791 161.84 30.0 O 333.33 Next Previous