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W miller 10 Modern Mark- Show Instructions Question 8 5 pts IBM stock currently sells for 44 dollars per share. Over 5 months the price

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W miller 10 Modern Mark- Show Instructions Question 8 5 pts IBM stock currently sells for 44 dollars per share. Over 5 months the price will either go up by 13.5 percent or down by -6.5 percent. The risk-free rate of interest is 7.0 percent continuously compounded. A call option with strike price 45 and maturity of 5 months has a delta of 0.56136. If you are short one call option, what is the future value in 5 months of a delta-neutral portfolio? O 26.429 0 26.838 O 23.095 O 22.971 O 28.035

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