The current price of a non-dividend-paying stock is 90. Over the next 4 months it is expected to rise to 126,0 or fall to 63.0. The continuously compounded risk-free rate is 6% per annum. A trader buys a European call option with a strike price K=95 that expires after T=4 months. To hedge this position the trader needs to: Sell . 49 shares for each call option bought. Buy , 49 shares for each call option bought. Sell 2.04 shares for each call option bought. Buy 2.04 shares for each call option bought