An investor has written $100$ European call options $($K $=$$ $20,$ T $=1)$ on non$-$dividend paying Carlton Ltd$.$ shares. The current share price is $$15,$ the volatility of Carlton shares is $20\%$ per annum, and the risk$-$free rate is $10\%$ per annum. Each option entitles the holder to buy one Carlton share. Find the delta of each option and explain how the investor could delta hedge his exposure.

Please provide detailed steps and the original formula.