IBM stock currently sells for $84$ dollars per share. Over $8$ months the price will either gov up by $7\mathrm{.}5$ percent or down by $-3\mathrm{.}0$ percent. The risk free rate of interest is $3\mathrm{.}5$ percent continouslly compounded. A call option with strike price $89$ and maturity of $3$ months has a delta of $0\mathrm{.}82328.$ If you are short one call option, what is the future value in $3$ months of a delta neutral portfolio