The current price of a non$-$dividend$-$paying stock is $$40.$ Over the next six months it is expected to rise to $$44$ or fall to $$36.$ Assume the risk$-$free rate is zero

What long position in the stock is necessary to hedge a short call option when the strike price is $$38?$ Give the number of shares purchased as a percentage $(\%)$ of the number of options that have been sold.