Suppose that an investor has an initial long position of $500 dollars in stock A . She wants to use stock B to hedge this position. We have the following parameters:

SA=100,SB=200,A=0.25,B=0.2,AB = -0.4, where S is the initial stock price, is the volatility of the return, and is the correlation between the returns.

How many units of stock B should the investor buy of stock B for optimal hedging? Enter a positive number when buying and a negative number when selling.