The hedge ratio $($delta$)$ of an at$-$the$-$money call option on IBM is $0\mathrm{.}4.$ The hedge ratio of an at$-$the$-$money put option is $-0\mathrm{.}6.$ What is the hedge ratio of an at$-$the$-$money straddle position on IBM? $($Negative value should be indicated by a minus sign. Round your answer to $2$ decimal places.$)$ Hedge ratio