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IBM stock currently sells for 84 dollars per share. Over 8 months the price will either go up by 7.5 percent or down by 3.0

IBM stock currently sells for 84 dollars per share. Over 8 months the price will either go up by 7.5 percent or down by 3.0 percent. The risk-free rate of interest is 4.5 percent continuously compounded. A call option with strike price 83 and maturity of 8 months has a delta of 0.82766. If you are short one call option, what is the future value in 8 months of a delta-neutral portfolio?

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