A trader has sold 1000 calls (the first option) on a stock short. In order to construct the hedge portfolio, he needs to use the stock and the second option to hedge E and Y. It is known that the O and Y coefficients of the first option and the second option are :o.=0.5, o,=0.26; Y1 = 0.038, Y2 = 0.017. How many shares and second options should he buy (or sell) to avoid risk?