Question 4 1 pts A call has strike $11 and underlying asset with CRR notation S = 12, u = 1.1 and d = 0.9. For a two-step model with R= 1.05 and 1 = 0.75, if a writer is hedging, what should the hedge look like at node (1.0)? $10.4762 deposited, and short sell one of the underlying. $10.4762 borrowed, and buy one of the underlying. $3.7714 borrowed, and buy 0.4074 fraction of the underlying. $3.7714 deposited, and short sell 0.4074 fraction of the underlying