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Go 5 p! IBM stock currently sells for 92 dollars per share. Over 3 months the price will either go up by 9.5 percent or

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Go 5 p! IBM stock currently sells for 92 dollars per share. Over 3 months the price will either go up by 9.5 percent or down by - 6.0 percent. The risk-free rate of interest is 3.5 percent continuously compounded. If you are short one call option with strike price 89 and maturity of 3 months, how many shares of stock must you bu to establish a delta-neutral position? 0.3 O 0.44380 0.19190 0.82328 0.09 Next Previous

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