Can you please solve this by hand? Thank you.

- A bank has sold for $300,000 a European call option on 100,000 shares of a non-dividend paying stock. - S0=49,K=50,r=5%,=20%,T=20 weeks - The Black-Scholes value of the option is $240,000. How does the bank hedge its risk to lock in a $$60,000 profit