Compute the delta of a European-style put option with strike price 35, maturing in five months, written on a stock share (no dividends) whose current price is 47, with drift and volatility 12% and 45%, respectively. The annual risk-free return is 3% (all rates are continuously compounded). If an investor holds 100 such puts and wishes a portfolio that is not sensitive to variations of the underlying asset (on the short term), how many stock shares should she hold?