Suppose there is a European option that has XYZ stock as underlying asset, which currently trades at $85. The option expires in one period, and has a strike price of $100. The stock price either goes up by 20% or drops by -20%. The risk-free rate is 3%. For a straddle option, what is the number of shares (delta) and dollars invested in risk-free asset (D) in the replicating portfolio, using the biomial method?