G A Stox IC 139) c Get H c Get Ice pps/assessment/take/launch.jsp?course_assessment_id=_12917_1&course_id=_28701_1&content_id=_426827_1&step=null Path: P Words:0 QUESTION 2 10 Consider a 1-year one period European call option where X = 26. The stock price is currently $24 and at the end of one year it will be either $30 or $18. The risk-free interest rate is 5% a. What position in the stock is necessary to hedge a short position in one call option? (5 points) b. Assume C is equal to $2.86, what is the possible values of the portfolio you created in part (a) above at expiration (hint, find Vu and Vd)? (5 points) TT T Arial 3 (12pt) T-E Path:p Words: 0 QUESTION 3 0 points (Extra C