You are a fund manager with a large holding of Commonwealth Bank $($CBA$)$ shares. CBA is currently trading at $$85\mathrm{.}00$ but you are concerned that the price will fall over the next few months. You wish to hedge against this risk by using options. The prices for the available options on CBA shares are as follows:

$\backslash$table$[[$Strike Price,Put Premium,Call Premium$],[$$$80\mathrm{.}00,$$$1\mathrm{.}2,$$$5\mathrm{.}85$