The current stock price stands at $$20.$ Over the next three$-$month period, it's anticipated to either increase by $10\%$ or decrease by $10\%.$ The risk$-$free interest rate is $10\%$ per year with quarterly compounding.

Discuss the risk$-$hedging approach you would adopt if you were to sell the contract, ensuring no loss when the stock price turns out to be $$22$ at the end of three months. Explicitly outline your stock position and borrowing$/$lending position, i$.$e$.,$ buying or selling bonds.