A market maker aims to use delta hedging to manage the exposure of an option position. On day zero, the market maker sold 300 put option on a non-dividend paying asset. The current underlying price is $150, the strike price is 160. The delta of the put option is -0.6. The current put option price is 10.67. How many underlying shares that the market maker need to buy or sell to delta hedge the option exposure? If the underlying share moves down by 1%, what is the predicted new option price by using option delta? O Buy 180 shares, the new put option price is $9.77 O Buy 67 shares; The new option price remains unchanged O Sell 67 shares, the new put option price is $10.55 O Sell 180 shares; the new put option price is $11.57