A bank's position in options on the dollar$-$euro exchange rate has a delta of $30,000$ and a gamma of $-89,540.$ The exchange rate $($dollars per euro$)$ is $0\mathrm{.}90.$ For delta neutrality $30,000$ euros should be shorted. After a short period of time, the exchange rate moves to $0\mathrm{.}98.$ What is the new delta?

Enter your answer rounded to the nearest integer. For example, if your calculation results in $98,765-$ you only need to enter $98765$