Consider a portfolio II of European at-the-money options that holds two long call options, 3 short put options, and is long a units of the stock S. Mathematically we define this as follows: II = 2CE(S, t) - 3PE(S,t) + Sa Suppose we would like to choose a such that the value of the portfolio II will be unaffected by small changes in the underlying stock price S. Assuming the annual risk-free r = 2%, the stock volatility o = 0.2, and there are 4 years to expiration, find the optimal numerical value for a. Please round your numerical answer to 2 decimal places