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Question 28 Not yet answered Suppose a trader sells 1,000 European call options (10 contracts) with a strike price of $100 and six months to the expiration date. The position in the stock which is necessary to hedge the trader's position at the time of the trade is: Marked out of 1.00 Flag question a. Buy 290.5 shares O b. Buy 279.5 shares O c. Buy 289.5 shares Question 28 Not yet answered Suppose a trader sells 1,000 European call options (10 contracts) with a strike price of $100 and six months to the expiration date. The position in the stock which is necessary to hedge the trader's position at the time of the trade is: Marked out of 1.00 Flag question a. Buy 290.5 shares O b. Buy 279.5 shares O c. Buy 289.5 shares