The current price of a non$-$dividend paying stock is $$80$ The risk free rate is $3\%$ per annum $($continuous compounding$),$ and the volatility is $20\%$ per annum.

Say you have written put options on $500$ shares of the stock. $($with a strike price of $$83).$ If you want to delta hedge the position, how many shares of the stock do you initially short? What is the value of the bonds that you buy?