Consider a stock (So=40) and a call option (K=40). Given that the stock price will be either 48 or 32 over the next 3 months, you construct a riskless hedge portfolio that is long shares and short one call. The riskless rate is 10%. (Type just the number to two decimal places in the response box, without commas, dollar signs or percent signs. Do not enter commas but use negative sign if necessary, so for example "0.12).

The hedge ratio () is _____.

The payoff to RHP is _____.

The price of the call option is _____.