Stock ABC has a current price of $25 and does not pay any dividends. An options trader, an alumnus of FIN 4021 class, buys a European call option written on this stock with a strike of $40. The call option will expire in one year. The trader estimates the volatility of the stock to be 50% per year. Finally, current interest rate is at 1% annually. The trader believes in the assumptions of the Black-Scholes model. In the replicating portfolio for this long call position, how many shares of stock must be held? -0.7486 -0.2514 0.7486 0.2514