Assume the Black$-$Scholes model holds. The stock pays no dividend. Your portfolio contains a stock, a put, and a call on the stock. The call and the put have the same expiration and same strike price. N$($d$1)=0\mathrm{.}8.$ If the stock price increases by $1$ dollar, your portfolio's value will change by

dollars $($negative numbers mean decreases. Keep $2$ decimal places.$)$