The delta for the futures call option on crude oil with current price of $89 and a strike of $100 and an options price of 7.145 is 0.4101. (10 points) a. You are short the futures contract. How many call options would be required to construct a delta neutral hedge? (5 points) Are you long or short the call? (2 points) Using your answer from (a) explain what a delta neutral hedge is trying to accomplish? b. c. (3 points)