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Consider a stock (So=104) and a call option (K=104). Given that the stock's price could gain...

Consider a stock (So=104) and a call option (K=104). Given that the stock's price could gain 10% over the next 6 months or lose 10% over the next 6 months, you construct a riskless hedge portfolio that is long Δ (delta) shares and short one call. The risk free rate is 10% per annum. What is the RHP payoff? (Type just the number in the response box to one decimal, without commas, dollar signs or percent signs. Do not enter commas but use negative sign if necessary, so for example "-1,234" would be "-1234").

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