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A put option has an N(-d1) of 0.4662. You wish to construct a strategy that mimicks the payoff of a short straddle that shares the

A put option has an N(-d1) of 0.4662. You wish to construct a strategy that mimicks the payoff of a short straddle that shares the same strike as the put above, as well as an appropriate underlying position. If your strategy contains 108 put options, determine how many shares you need to buy or sell to achieve this goal. If you need to buy shares, please input a positive (whole) number. If you need to sell shares, please input a negative (whole) number.

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