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Suppose you borrow $45 to replicate a call option. The current stock price is $140, and the (annual effective) risk-free rate is 2.5%. If the

Suppose you borrow $45 to replicate a call option. The current stock price is $140, and the (annual effective) risk-free rate is 2.5%. If the (fair) value of the call is $12, how many shares do you need to buy for your replicating portfolio?

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