You are long 1000 call options with strike 90 and three months to maturity. Assume that the underlying asset has a lognormal distribution with drift = 0.08 and volatility = 0.2, and that the spot price of the asset is 92. The risk-free rate is r = 0.05. What Delta-hedging position do you need to take? (Note that, for Delta-hedging purposes, it is not necessary to know the drift of the underlying asset, since (C) does not depend on ).