Consider a Portfolio Which Uses an European Index as the Underlying

Consider a portfolio which uses an European index as the underlying asset.The pay offs of the underlying asset in the up node and down node is 1,390 and 1,330 respectively.If the risk-free rate is 3.5% and the pay-offs of structured bond in the up node and down nodes are €214.50 and €169.50 respectively.Calculate the number of units of the underlying asset.

A) 0.75
B) 0.50
C) 0.80
D) 0.70