IBM stock currently sells for $100$ dollars per share. The implied volatility equals $20\mathrm{.}0.$ The risk$-$free rate of interest is $4\mathrm{.}0$ percent continuously compounded. If you owned a $200$ shares of IBM stock, how many call options with a strike price of $95$ and a maturity of $6$ months would you have to buy $($sell$)$ to create a delta$-$neutral hedge? Assume each option controls one share of IBM stock. Answer should be rounded to $2$ decimal places.

$249\mathrm{.}45$

$259\mathrm{.}45$

$269\mathrm{.}45$

$279\mathrm{.}45$