Intro You bought 1,000 shares of a stock that does not pay any dividends and has a current price of $280.8. The annual standard deviation of continuously compounded returns on the stock is 34%, and the risk-free rate is 3.5% (continuously compounded). A European put option on the stock has a strike price of $270 and expires in 0.75 years. Part 1 Je Attempt 1/8 for 10 pts. What should be the price (premium) of the put option? 1+ decimals Submit Part 2 | Attempt 1/8 for 10 pts. How many put options should you trade to delta-hedge your portfolio? Enter a positive number for buying options, and a negative number for selling options. 0+ decimals Submit