You own $2,000$ shares of Google $($current price $=$ $$72\mathrm{.}6.$ ATM Puts are $$8\mathrm{.}85$ with a delta $=-0\mathrm{.}35.$ ATM Calls are $$1\mathrm{.}27$ with a delta $=0\mathrm{.}13.$ Each option is on $100$ shares.

How much does the value of your options change if you hedge using the Puts and Google goes to $$47\mathrm{.}64?$

Note: you should round the number of options to the nearest whole number when hedging