, 2020 expiration date and an exercise price of $145, with an implied volatility of 20%. The annual risk free rate is 1%, compouded continuously. Shares and options can only be bought and sold in whole numbers. This problem requires the Normal Probability Table. Construct a delta-hedge portfolio on June 4, 2020 involving the sale of 1000 of the 145 calls. What are the positions on shares and call options in this portfolio?

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