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You have written a 3-month European call option at strike price of $500. the current stock price So = $492, the annual risk free interest

You have written a 3-month European call option at strike price of $500. the current stock price So = $492, the annual risk free interest rate is 4%, and the volatility of the underlying is 10%. construct a delta hedge of this position using the underlying asset. report answer in the number of shares of the underlying purchased/sold. provide work

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