Assume a binomial model where every month the stock price rises by 5% with probability p = 0.65, or it falls by 5% with probability 1-p = 0.35. The stock is currently trading at $72, and interest rates are fixed at zero. In this model, what is the hedge ratio of a two-month European call option, with a strike price of $68, in one month's time if the stock price falls.