Suppose that the stock price today is S(t) = 10, the interest rate is r = 0%, and the time to maturity is 0.5 years. Consider an option whose Black-Scholes price is given by the function C(t, s) = s²e^2(Tt) where time is in annual terms. If your portfolio is long 10 of these options and long or short N shares of the stock, what should the value of N be so that the portfolio is delta-neutral?