The current price of a (non-dividend-paying) stock is $150. In a year's time, the stock price will either go up by 10% with probability 1/3 or go down by 5% with probability 2/3 under a binomial model. The risk-free force of interest per annum is 4%. Suppose that you would like to replicate the payoff of a European call option on this stock with maturity one year from now and strike price $155. Calculate the number of units of the underlying asset that you should hold at time 0.