Consider a stock (So=82) and a call option (K=80). Given that the stock's price could gain 10% over the next 6 months or lose 10% over the next 6 months, you construct a riskless hedge portfolio that is long (delta) shares and short one call. The risk free rate is 10% per annum. What is (delta)? (Type just the number to two decimal places in the response box, without commas, dollar or percent signs, such as "-12.34").