You Hold a Portfolio Consisting of 300 Calls (Short) and 200

Multiple Choice

You hold a portfolio consisting of 300 calls (short) and 200 puts (long) on a given stock. The delta of the calls is $+ 0.62$ and the delta of the puts is $- 0.57$ . To delta hedge this portfolio, you should

A) Short 74 shares of the stock.
B) Buy 300 shares of the stock.
C) Buy 500 shares of the stock.
D) Buy 74 shares of the stock.