The current stock price of Alcoa is $50, and the stock does not pay dividends. The instantaneous risk-free rate of return is 4%. The instantaneous standard deviation of Alcoco's stock is 35%. You want to purchase a put option on this stock with an exercise price of shares of stock per $55 and an expiration date 30 days from now. According to the Black-Scholes OPM, you should hold 100 put options to hedge your risk. 042 O 46 0 81 O 86