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The current stock price is $120, and it can be either $140 or $115 in 6 months. You want to construct the risk-free portfolio by

The current stock price is $120, and it can be either $140 or $115 in 6 months. You want to construct the risk-free portfolio by buying N shares and selling one 6-month call option with a strike price of X=$135. Find N.

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