Which of the following is not an interpretation of (d1) for a call option in the Black-Scholes-Merton Model?

The risk-neutral probability that the option will expire in the money.

The number of shares of the underlying to short sell if you want to delta-hedge buying a call

This risk-neutral proportion of the stock's value attributable to states of the world in which the option expires in the money.

The sensitivity of a call option to a one dollar increase in the underlying stock price.