An options trader is applying the Black-Scholes-Merton option pricing model to estimate the delta of a long 1-year European put option on a dividend-paying stock. Relevant data is provided below:

• Annual continuously compounded risk-free rate of interest: 2.0%
• Annual dividend yield on the stock: 3.5%
• N(d₁): 0.5411
• N(d₂): 0.4287

What is the delta of the put option?