Assume that the initial stock price is So=$100. You would like to hedge a long position of 20 call contracts (100 shares per contract) with 250 days to maturity and a strike price of $120. The annualized risk-free rate is 2% (continuously compounded). Suppose that, after 50 days the stock price decreases to $95. The volatility of the stock returns is constant at 50%. How many shares of stock would you need to trade after those 50 days to rebalance your hedge portfolio? (Hint: Use the hedge ratio from the Black-Scholes formula in your calculations, and consider a year with 365 days) Note: If you sell or take a short position, please enter a negative number. If you buy back or take a long position, please enter a positive number. Enter your answer to the whole number e.g. if your answer is 98.16 enter as 99. If your answer is -102.3 enter as -103.