Consider a $2-$period binomial model with an initial stock price of $$80.$

Suppose during each of the $2$ periods, the stock can either go up by $22\%$ or down by $18\%.$

Suppose each period is $6$ months long $($and there are $2$ such periods$),$ and the $($annual effective$)$ risk$-$free rate is $5\%.$

A call with a strike price of $$75$ is fairly valued at $$13\mathrm{.}39$ at time $0.$

A portfolio that replicates the call has delta shares and $-$$$41\mathrm{.}35$ in cash at time $0.$

How many $($additional$)$ shares do you buy$/$sell to replicate the call at time $1$ if the stock goes down?