Question: Please show all steps Let's say you are long 1000 ATM put options in a one-period binomial tree. The underlying asset, Silver, is trading for

Please show all steps Let's say you are long 1000 ATM put Please show all steps

Let's say you are long 1000 ATM put options in a one-period binomial tree. The underlying asset, Silver, is trading for $1,800/unit currently and you expect that over the next period it will either go up by 10% or down by 16%. The risk free rate is 3%. How many shares do you need to buy to create a risk free portfolio? Provide your answer rounded to the nearest integer

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