The current price of a non-dividend-paying stock is $20. Over the next six months it is expected to rise to $23 or fall to $17. An investor sells six-month call options with a strike price of $18. Which of the following hedges the position? e Short 0.83 shares for each call option sold Buy 0.17 shares for each call option sold Short 0.17 shares for each call option sold Buy 0.83 shares for each call option sold Sell the same number of six-month put options with the same strike price