You currently hold 100 shares of Dewey Decimal Incorporated stock. The current stock price So = $34.78, the risk-free interest rate is 2.4% (continuously-compounded, annual), and the volatility of returns (o) is 26%. You want to hedge your purchase of stock by buying and selling options - your goal is to remove all price risk from your portfolio. Consider a European put with a strike price of $35.00 and a maturity of six months. What position in the above put is required to form a "risk-free" portfolio? Positive values represent buying the put, negative values represent selling the put