Consider a one-period binomial model. The current stock price is $102. The up factor is 1.15 and the down factor is 0.87. The continuously compounded interest rate is 5%. We can find that the price of a put option with a strike price of $98 and maturity of 6 months is $4.02. To arrive at this price of the put option using the replicating portfolio method, we have to do the following today: Select one: O A. Short sell 0.3242 shares and invest $37.09 B. Short sell 0.2863 shares and invest $33.22 C. Short sell 0.3087 shares and invest $35.50 D. Short sell 0.2613 shares and invest $30.67 O E. Short sell 0.2722 shares and invest $31.78 Not