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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

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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? O 0.47298 O 0.12 O 0.17 O 0.20399 O 0.56136

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