The current price of a non-dividend paying stock is $100 and you expect the stock price to be either $180 or 540 after 0.5 years. A European call option on the stock has a strike price of $106 and expires in 0.5 years. The risk-free rate is 5% (EAR). What is the approximate hedge ratio, (delta) a: 0.2 b.0.3 60.4 d.0.5 e.0.6 f. Other specify