An investor manages an equity portfolio which has 1,200 shares of a stock. On 9th October 2017, the stock price is $100, a call option on the stock with the strike of $120 is priced as $10 and has a delta of 0.6. The investor decides to use this call option for hedging the equity portfolio. Assuming one option contract trades one share of the stock. However, at the end of the next trading day, 10th October 2017, the stock price goes up by $10, the option price goes up by $8. The investor needs to adjust his hedging position.

How many options should the investor buy or sell on 9th October 2017?