An at-the-money call option with expiry 100 trading days later (for calculations consider that there are 250 trading days per year) is written on a stock XYZ. The volatility of the stock is 26% and the stock pays no dividends during the life of the option. The risk free rate is 5%. Can you find the delta of the option? Suppose that you own 5,000 shares of the stock XYZ, how can you use the available call options to make sure that your portfolio is not affected by changes in the stock in the short run?

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