Question 5 10 pts IBM stock currently sells for 92 dollars per share. Over 3 months the price will either go up by 9.5 percent or down by -6.0 percent. The risk-free rate of interest is 3.5 percent continuously compounded. If you are short one call option with strike price 89 and maturity of 3 months, how many shares of stock must you buy to establish a delta-neutral position? 0.3 0.44380 0.19190 0.82328 0.09