Question: Please solve as soon as possible and don't use excel formula anywhere and show step by step answer. Preview Work IBM stock currently sells for

Please solve as soon as possible and don't use excel formula

Please solve as soon as possible and don't use excel formula anywhere and show step by step answer.

Preview Work IBM stock currently sells for 92 da dollars per share. The implied volatility equals 42.5 percent. The risk-free rate of interest is 3.5 percent continuously 10 compounded. If you owned 100 shares of IBM stock with a strike price of $89 and a maturity of 3 months, how many call options would you have to buy (sell) to create a delta-neutral hedge? Assume each option controls one share of IBM stock a $30.0 b. $333 33 c. $61.791 d. $161 84

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