A trader intends to create a delta-neutral portfolio. The current composition of the portfolio is the following: a long position in put options on 12,500 shares with Delta-Put = 0.167; and a long position in call options on 1,350 shares with Delta-Call = 0.815. Each option contract is for one stock. Assuming the hedging instrument is the call option, calculate the number of call options to be purchased (+) or sold (-).