Suppose a stock is trading at 100 and has a volatility of 50%. The stock will pay a fixed lump-sum dividend of $1.99 in two months. The yield curve is flat, with a risk-free rate is 3.5% (continuously compounded) at all time-to-maturities. Then the Black-Scholes replicating portfolio for the three-month at-the-money call on the stock currently holds closest to: