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Suppose you hold LLL employee stock options representing options to buy 10,400 shares of LLL stock. LLL accountants estimated the value of these options using the BlackScholes-Merton formula and the following assumptions: S=currentstockprice=$24.67K=optionstrikeprice=$25r=risk-freeinterestrate=.042=stockvolatility=.32T=timetoexpiration=3.5years You wish to hedge your position by buying put options with three-month expirations and a $30 strike price. How many put option contracts are required