Question 14 GHI stock has price $91.40 at noon, and currently pays no dividend. Consider the six-month European-style call option on GHI stock with strike price $95. Interest rates are zero. The call has price = 4.55, delta = 0.531, theta = -6.00/year, gamma = .026. Suppose you build a replicating portfolio, consisting of GHI stock and cash (designed to replicate a six-month European-style call option contract on 100 shares of GHI with strike price $95). Today, with six months remaining, and GHI stock price $91.40: What is the cash position in the replicating portfolio