Stock ABC has a current price of S $50. We believe that in 3 months, the price will either increase to $55 or decrease to $44. The risk-free rate is 7% per year (compounded continuously). There is a European call option on this stock with exercise price X $48. The hedge ratio, A, and the risk-neutral probability of an up state", p, are a. -0.75, p-0.5. b. =-0.75, p=0.5. c, -0.6364, p-0.6259. d. -0.6364, p-1.0127 e. None of the above