IBM stock currently sells for 44 dollars per share. Over 5 months the price will either go up by 13.5 percent or down by -6.5 percent. The risk-free rate of interest is 7.0 percent continuously compounded. if you are short one call option with strike price 45 and maturity of 5 months, how many shares of stock must you buy to establish a delta neutral position.

0.47298

0.12

0.17

0.20399

0.56136