We are examining the price of a European put option on a share of stock GG with one period to expiration. No dividend is expected prior to expiration. The current stock price is $130, the exercise price is $135, the risk-free rate is 4%. The stock price of the next period is either $175.5 or $84.5. If we use replicating portfolio approach, what is the number of shares (delta) and what is the amount invested in the risk-free asset (B)?

We are looking at a European put option and a European call option written on the same underlying asset, same exercise price and same time to expiration. There is no dividend paid prior to expiration. If the delta of the call option is X, what is the delta of the put option?