1- S = 23, X = 20, r = 0.09, T = 0.5, and = 0.15. To construct a riskless hedge, the number of puts per 100 shares purchased is: (Due to differences in rounding off, select the closest answer.)

2-

S = 23, X = 20, r = 0.09, T = 0.5, and = 0.15. The call's Vega is: (Due to differences in rounding off, select the closest answer.)