A bank has sold 100 European call option contract for $33,000 on 10,000 shares of a non-dividend-paying stock. One contract represents 100 shares of the underlying stock. Suppose S0 = 49, K = 50, r = 5%, = 25%, T = 20 weeks, the Black-Scholes-Merton value of the option is $30,000. How does the bank delta hedge its risk to lock in a $3,000 profit