A hedge fund follows a strategy where it targets fixed weights (+50 % or -50 %) to four distinct investment styles (portfolios), denoted B1, B2, S1 and S2. The table below shows the current positions at time t as well as the returns for each investment style over t+1. The fund attempts to mitigate trading costs by following the 30%-rule of Garleanu and Pedersen (2013) (i.e., trading 30 % of the way towards the target). Net Cash B1 B2 Si S2 Portfolio (NAV) Current $position (t) Return (t+1) $100 $50.00 15% $50.00 10% -$50.00 5% -$50.00 2% $100 0% What is the $actual position for B1 at t+1? The answer should be provided with two decimals. Remember to include the sign (e.g., 50 for a long position and -50 for a short position)