Given is a Black-Scholes market with r = 0.2, a = 0.1, 0 = 0.4, So = 80. You today (t 0) sold a European call option based on the stock with an expiration date of T = 10 at a strike price of K 90. You build a hedging portfolio for that option. How much of its value will be invested in the stock at time t = 5 if its price AT THIS TIME, t = 5, is 85? Given is a Black-Scholes market with r = 0.2, a = 0.1, 0 = 0.4, So = 80. You today (t 0) sold a European call option based on the stock with an expiration date of T = 10 at a strike price of K 90. You build a hedging portfolio for that option. How much of its value will be invested in the stock at time t = 5 if its price AT THIS TIME, t = 5, is 85