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 $95. The stock price either goes up by 25% or drops by -25%. The risk-free rate is 4%. 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?

		0.8824; -56.3107
		-0.3382; 45.8131
		-0.7843; 77.1036
		0.4706; -18.0288
		-0.4706; 58.8942