Using Black-Scholes obtain the price of a 2-year European put on 1000 stocks with a strike of $46 if the underlying stock price is currently $52, the volatility of the stock is 25%, and the risk free interest rate is 8% per annum with continuous compounding. What position in 2-year futures contracts would you have to obtain to create a delta neutral portfolio if each futures contract is for the delivery of 30 stocks?