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Question 6 10 pts IBM stock currently sells for 84 dollars per share. Over 8 months the price will either go up by 7.5 percent

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Question 6 10 pts IBM stock currently sells for 84 dollars per share. Over 8 months the price will either go up by 7.5 percent or down by-3.0 percent. The risk-free rate of interest is 4.5 percent continuously compounded. A call option with strike price 83 and maturity of 8 months has a delta of 0.82766. If you are short one call option, what is the future value in 8 months of a delta-neutral portfolio? O 72.652 O 60.575 0 74.738 O 66.395 O 67.438

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