$8.$ The stock now sells at $$100,$ and the price will either increase by a factor of u $=1\mathrm{.}3$ or fall by a factor of d $=\mathrm{.}8$ by year$-$end. Suppose the desired call options with X $=115$ were traded. What would be the hedge ratio for the option?

A$.0\mathrm{.}45$

B$.0\mathrm{.}25$

C$.0\mathrm{.}30$

D$.0\mathrm{.}60$