Two call options, A and B$,$ are on the same stock. Their hedge ratios are $0\mathrm{.}1$ and $0\mathrm{.}4,$ respectively. If a riskfree portfolio of the two calls contains one Call A$,$ then the portfolio needs to contain

Call Bs $($use negative numbers to mean short positions. Keep $2$ decimal places.$)$Two call options, A and B$,$ are on the same stock. Their hedge ratios are $0\mathrm{.}1$ and $0\mathrm{.}4,$ respectively. If a riskfree portfolio of the two calls contains one Call A$,$ then the portfolio needs to contain

Call Bs $($use negative numbers to mean short positions. Keep $2$ decimal places.$)$