A stock price is currently $$100.$ It is known that at the end of one month it will go up by $5\%$ or down by $5\%,$ The risk$-$free interest rate is $4\%$ per annum with continuous compounding. A portfolio that is long delta shares of stock and short one European Put option with strike price $$96$ and one month to maturity is to be constructed. How many shares of stock, delta, should be purchased right now to ensure that the portfolio is risk$-$less at the end of one month.