The current price of a non-dividend-paying stock is $20. Over the next six months it is expected to rise to $24 or fall to $18. An investor sells six-month call options with a strike price of $20. Which of the following hedges the position?

Group of answer choices:

Buy 0.67 shares for each call option sold

Short 0.67 shares for each call option sold

Buy 0.33 shares for each call option sold

Short 0.33 shares for each call option sold

Sell the same number of six-month put options with the same strike price