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On March 26th, Microsoft (MSFT) had a current stock price of $234.00. A 3-month MSFT call option with a strike price of 235.00 has volatility

On March 26th, Microsoft (MSFT) had a current stock price of $234.00. A 3-month MSFT call option with a strike price of 235.00 has volatility of 24.74% and a call premium of $10.50. The dividend yield is 2.25%. Assume the interest rate of 3.5% (continuously compounded). Calculate the hedge ratio, amount to be borrowed, and the call premium.

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