Assume that the initial stock price is So$ You would like to hedge a long position of call contracts shares per contract with days to maturity anda strike price of $ The annualized riskfree rate is continuously compounded. Suppose that, after days the stock price decreases to $ The volatility of the stock returns is constant at How many shares of stock would you need to trade after those days to rebalance your hedge portfolio? Hint: Use the hedge ratio from the BlackScholes formula in your calculations, and consider a year with daysNote: If you sell or take a short positich, please enter a negative number. If you buy back or take a long position, please enter a positive number. Enter your answer to thewhole number eg if your answer is enter as If your answer is enteras