An option trader sells 2 contracts of a put option on a stock. Each contract is on 100 shares of the stock. The delta of the put option is -0.3. If the trader delta-hedges his position, what should he do? Buy 30 shares of stock Buy 60 shares of stock Short sell 30 shares of stock Short sell 60 shares of stock Do nothing An option trader buys 2 contracts of a call option on a stock. Each contract is on 100 shares of the stock. The delta of the call option is 0.3. If the trader delta-hedges his position, what should he do? Buy 30 shares of stock Buy 60 shares of stock Short sell 30 shares of stock Short sell 60 shares of stock Do nothing