IBM stock currently sells for 92 dollars per share. The implied volatility equals 42.5 percent. The risk-free rate of interest is 3.5 percent continuously compounded. If you shorted an option on 100 shares of IBM stock with strike price 89 and maturity of 3 months, how many shares of stock would you have to buy (sell) to create a delta-neutral hedge?

61.791

333.33

30.0

161.84