Suppose your company buys 100,000 three-month at-the-money put options on a non- dividend-paying stock. The current stock price is $100. The risk free interest rate is 1% per year with continuous compounding. The volatility of the stock is 20% per year. Your company will delta hedge by purchasing or short selling the stock. How many shares should your company buy or short sell? Report a positive number if your company needs to buy, or a negative number if your company needs to short sell. Round to the nearest integer. Enter your answer here