The price of a non-dividend paying stock is currently S = 100. Over the next year, it is expected to go up by 25% (u = 1.25) or down by 20% (d = 0.80). The risk-free interest rate is r = 5% per annum with continuous compounding. How many units (figures without decimals) of the stock should you include in a portfolio containing a European Put option that gives the right to sell 100 units of the stock at a strike price K = 100 each, for the result of this portfolio to be independent of the price of the stock, in 1-year time?