The price of a stock is 100. Consider a one period Binomial tree where the stock price can increase or decrease by 7%. It also has a European call option with strike price 97, and maturity 3 months. The 3 month interest rate is 2.0% continuously compounded.

A replicating portfolio for the call option will consist of a combination of the bank account and the underlying stock. How many units of the stock will you need to invest in to achieve the payoff of the option? (2 decimal places)