Financial math

Answer is 17.0403, just don't know how to get there.

Assume the Black-Scholes model. The current price of a non-dividend-paying stock is $100. Its volatility is 0.25. The continuously compounded, risk-free interest rate is 0.04. Consider an investor who buys a share of the above stock. Now, they want to create a delta-neutral portfolio by writing European call options on this stock. You are given the following information about the call options: the time to exercise is T, in our usual notation, ST = 0.02, in our usual notation, di(S(0),0) = 0.25 What is the number of call options that need to be written at time-O to create a delta-neutral portfolio