The current price of a non-dividend-paying stock is $30. Over the next six months it is expected to rise to $36 or fall to $26. Assume the risk-free rate is zero. An investor sells call options with a strike price of $32. Which of the following offsets the investor positions exposure to the stock price movement? Group of answer choices Short 0.6 shares for each call option sold Buy 0.4 shares for each call option sold None of the other answers is correct Short 0.4 shares for each call option sold Buy 0.6 shares for each call option sold