Assume the one period binomial model with initial share price $400,$ up and down factors $u=1\mathrm{.}25,d=0\mathrm{.}9$ and interest compounded at nominal rate $($per time period$)$ of $5\%.$ Consider an option with payoff $\frac{S(0)+S(1)}{2}.$ The replicating portfolio for this option at time $0$ will have $[]$ shares and $[]$ pounds in a bank. State your answers to three significant figures.

Please fill in the $2[]$ thanks