For a stock, you are given:

(i) The price is 45.

(ii) The stock volatility is 0.2.

(iii) The continuously compounded risk-free rate is 0.05.

(iv) The continuous dividend rate of the stock is 0.02.

A European put option with strike price 43 expires in 3 months. Using the Black-Scholes-Merton formula, how many shares of stock should be sold and how much should be lent, to replicate the put option?