why is 0.8182 instead of 1, please show the work thank you

The value of a European call option with a strike price $90 and 6 months to expiry, using a one-step binomial model, with the following parameters: S0=$100, u=1.20, and the risk-free interest rate (continuously compounded) of 6% per annum, is : $30 for up and $0 for down. Using the delta-hedging approach, a portfolio consisting of one short option position must have a mumber of shares. Select one: a. 0.9107 b. 0.7184 c. 0.8182 d. 1.0000 Your answer is incorrect. The correct answer is: 0.8182