We are examining the price of a European CALL option on a share of stock GG with one period to expiration. No dividend is expected prior to expiration. The current stock price is $$130,$ the exercise price is $$135,$ the risk$-$free rate is $4\%.$ The stock price of the next period is either $$175\mathrm{.}5$ or $$84\mathrm{.}5.$ If we use replicating portfolio approach, what is the number of shares $($delta$)$ and what is the amount invested in the risk$-$free asset $($B$)?$